Well, if you want to make Japanese style blades....
First thing you need to do is study. Figure out what sugata are and how they look. Best way to do this is to examine swords and talk to folks.
Figure out how the mountings and sword construction work, and the materials and techniques to create them. Then learn polishing techniques, and western equivalents so you don't need to spend thousands of dollars on stones.
Learn about yakiire and experiment, book knowledge does not substitute for experience in this area. You can learn about lamination techniques and forge-welding too, and again it's best learned through experimentation.
There are plenty of folks in here and in the Sword Discussion Forum to talk to (and some of us love being asked questions!). Another excellent site with many knowledgeable people is
http://swordforum.com. Also, look at sites like
http://www.aoi-art.ab.psiweb.com as they have excellent pictures that show common blade shapes and dimensions.
Good books to check out are John Yumoto's "the Japanese Sword" and Kanzan Sato's "the Samurai Sword." Also, for making and mounting, a good reference book is "Craft of the Japanese Sword" by Yoshindo Yoshihara. Books on general bladesmithing are useful, and an excellent one is "the Complete Bladesmith" by Jim Hrisoulas. However, I do not suggest this book as a reference in Japanese-style swords. The sections on Japanese swords contain a lot of misinformation, albeit unintended. Don't let that dissuade you from getting the book though!
I think Don Fogg still offers a class every once in a while on making swords, so if you can attend that I think it would be helpful.
I hope that helps a little bit...
Addendum: Also, this may seem like a stupid suggestion, but start small. If you're gonna set up a forge, do some more knives, then work your way up from short swords like tanto. If you make your first tanto and it goes HissssPOP! in quench, it may be frustrating, but not as frustrating as if it were a full-length katana! Don't rush into full size swords right away.