When trying to start learning Penetration testing, it's imperative to do a lot of reading and research and then start , otherwise you'll be lost in a sea of information and tools and what not.
First of all understand the way the web works, how a website actually works. Once you're familiar with concepts of these, then read and analyse the weak points - the points where you, as a hacker, will be able to penetrate into any web platform. It may include the Databases, the servers, the data storage facilities, the network, the front end Javascript (popular choice) and underlying back end application/business code.
All of these areas have their own penetration points which, you need to identify at first and then select which ones to target. Tools are just a help in the process- the real deal is the knack of finding these weak points.