Echoing what Chris said, 'everything in CNC' is an extremely broad topic.
Let's start with the basics..this is a pretty good overview of the entire activity (I have no affiliation with the author etc).
Once or if you have a sense of the end-to-end workflow, we can dive into specific aspects like Mike Davis asked about: choosing, setup, software, etc.
One thing to bear in mind is that with hobby CNC'ing, Mark's Rule of Thumb (tm) says about 90% of your time will be spent in working with design software and only 10% actually cutting something.
-Mark