If your doing your own site its well worthwhile having a bit of an idea of WAMP or LAMP.  You can download WampServer from SourceForge and set it up on your own PC and just use localhost, that way you can learn about Apache, PHP and MySQL without worrying too much about the security issue.  You can build a site locally, tweek it and then move it to a server if you want.

Before getting into eBay APIs you should have some knowledge of SOAP and XML