To get a good basic introduction to the language, read Peter Seibel's Practical Common Lisp. The book's excellent.
Setting up emacs and SLIME can be tricky for a newbie, where "tricky" varies in magnitude depending on your OS. As usual, Windows gets the short end of the stick, but people have done the hard part and written it up (SBCL, Emacs, SLIME).
Once that's out the way, Planet Lisp referenced an article recently describing how to set up Hunchentoot and nginx.
OS-specific edit: MCLIDE might be a good place to start. I installed it, but haven't had the chance to actually use it, so I can't say anything useful about it. It certainly looks interesting!