here is a site I have found helpful in alot of aspects of fly fishing
http://www.flyanglersonline.com/begin/101/ There are many more. Also Scientific angler has has some nice booklets and videos. basics are first backing, fly line, leader/tippet. There are alot of different schools of thought on what knot to use for each connection so I will give mine just as a starting point( There are alot of knots I have not mastered) I use an arbor knot to connect the backing to the spool and an albright or nail knot for the backing to fly line. I use either a loop connection or a surgeons knot for the fly line to leader. a good tip is to spool up everything in reverse with the fly line on first and then the backing to see how much backing I need. Then you just unwind and put on the right way. Even easier is to have a fly shop do it all for you. Hope this has helped at least a little. Iam sure other members will add their tips also.
Brian