Start with something from BYOC. Everything's in and they're bloody good pedals as a rule. Their forum is excellent for the beginner and it's not just for BYOC stuff. It is genuinely the friendliest of the DIY boards and there's a lot of good peeps there.
When you want to go on from here it becomes more interesting. Getting into vero will open up a scary amount of options. But if you want to stick with PCBs and sourcing your own parts, there are quite a few places that do that. Madbean's PCB's are uniformly excellent and are all fabbed now. GuitarPCB's PCBs are generally etched but are also excellent.
There are loads of links on my site in the Stompage section for forums/PCBs/projects/parts.
http://juansolo.demon.co.uk/stompage/index.html Including a couple of tutorials with some finishing methods. Which is by far the most time consuming bit of making most pedals. We spent all of yesterday for example drilling, polising and decalling about 6 enclosures. That doesn't include time designing them and laying them out or indeed applying the envirotex finish. Which in itself takes a few hours then about 4 days to cure.
Actually just assembling PCB's is easy. Wiring them into a box can be as hard or easy as you make it depending on how neat/quiet you want it to be.
When you start to get your head around it all, then you can start modifying things and doing your own stuff. Which is when it becomes really fun.
You don't need much to start off with. An 18-20 watt iron is fine. Get some good side clippers, pliers and wire strippers. An iron stand and sponge (keep your tip clean). A solder sucker, some helping hands (little stand with a pair of croc clips on it) and a digital multimeter (get one with a transistor tester). These are the basics. You can then make yourself things that'll make your life easier like a signal tester, a 'wobble box' (see my site, I couldn't think of a better name for it), and stuff like that. For the enclosures you'll want a drill press, a cone cutter (try to get one that goes up in 1mm increments) and a 3mm drill bit. I pilot everything with the 3mm bit then follow it through with the cone. Makes life massively easier.
What you will find is that you'll be able to make circuits and try them for peanuts. But to actually build a box from end to end is massively time consuming and sadly, not really vocationally viable. As unless you can sell them for £200+, you'll never get paid for the time it takes to make one. Simple as that. BUT, for the DIYer, you will be able to make yourself pedals at cost. Which is a LOT less than you buy them for.
Welcome to the club. It's a very, very addictive hobby. I dare not count how many I've built in the last 3 years, but I'm certainly over a hundred now, oh and for the financials, still in the red ;)