I'll assume that you plan on forging these blades out. Should that be the case, you're going to want to start out small, and then move up. Keeping everything even, straight, properly hardened, etc. on a small knife it tough enough, and it only gets harder as you start getting larger.
First thing that you'll want to do is read as much as possible. Look for books (run a search on everyone's favorite books- it's somewhere in here), articles, or whatever else you can find. Look for as much information as possible on heat treating. Kevin Cashen has many articles written, and a quick google search should give you a link to his explanation of basic metallurgy, and the heat treating process.
From there, search for local makers, meets, and hammer ins, so that way you can get some one on one time with people that have experience with making blades. This is will drastically reduced the learning curve, and it should offer plenty of good times aswell.
After that, you research and build your shop. Same as before, google and a forum search should provide all of the information that you need, or atleast most of it.
From then on, it's forging, banging your head against the wall, forging some more, and eventually making your way to swords.
Good luck, and welcome to the addiction!