If you want to start actually writing apps, you'll need to know Java. You can check out the
Eclipse IDE and read how to get it all set up for Android
here. A word of warning, the learning curve will be pretty steep if you're not already fluent in Java and programming in general.
To start just tinkering, with a Clockwork backup, you can just start poking around the file system. A lot of config files (*.conf) are straight text, which you can view right on the phone. Some things are self explanatory, some less so. But with a backup, you can fiddle with things a bit.
Another option is to modify existing apps or parts of the OS. If you copy /system/framework/framework-res.apk to your computer, rename it to .zip and unzip it, you'll get all the images used in a lot of the interface. You can tweak the images and add them back into the apk to change the look of the interface. That's how I added the percent to my
battery icon.
There's a few tools you'll need if you want to start really taking apk's apart:
Apktool decodes all the files and resources in apk files. Unzipping them leaves the .xml files still encoded, this tool will decode them into editable text. Apktool can also be used to rebuild the edited files.
Smali and Baksmali can be used to disassemble .dex files, again into editable text, and then reassemble them back into .dex files.
It's a bit like following a crumb trail - you'll find something that'll lead you to look somewhere else, and there, you'll find something to lead you even somewhere else. Google is your friend, whatever you want to do, chances are, someone else has tried something similar and written about it.
Like I said, make sure you have a backup, because you *will* send your phone into a boot loop or a force close loop of hell at some point, guaranteed! When that happens, just restore and try to figure out what went wrong.
Be warned though, fiddling can get addictive!
Good luck.