I'd start with VirtualDub or VirtualDubMod first and get a good feel for it and how the filters work. After that try out some simple scripts with AVISynth. You will find that the two programs (VirtualDubMod and AVISynth) work together nicely as well. I have found both to be invaluable recources in all my video projects so far.
But the first step, of course, is to head to doom9's forums. A wealth of information awaits you.