Malcom, check out the sticky thread at the top of the page "For the newbie..." There are a lot of great links there with tons of info. As far as steel goes, everybody has a favorite. Mine is 5160. it's what most old car and truck springs are made of, and its very forgiving as far as hardening and tempering goes (you don't have to be a rocket scientest to get good results).
Heat treat in a nutshell: Heat to red/orange (until it turns non-magnetic), quench in hot oil (145-165, olive oil works good). Check with a file: It should skate across the edge with out "biting", repeat if necessary. Immediately temper (heat in an oven for 2 hrs at 350). Check edge with dull file. It should now just start to bite a little.......
This is a gross simplification, chech out the tutorials on that thread at the top of the page. It'll get you started and running. Once you get going more questions will occur to you. Feel free to ask away, but if you chweck out those, you'll be way ahead of the game.
Good luck, have fun.
Ed