How do I go about learning affiliate marketing?

I have heard that learning affiliate marketing has a big learning curve to it. Thats ok with me. I dont mind putting in the hard work to get myself somewhere. I would like to know how to get myself started. What kinds of things do I need to learn besides SEO,etc. Also I dont have all kinds of money to throw at this so whatever websites need to be cheap or free.If ther is a website or way to get all my learning done in one place, that would also be great. Any help would be appreciated and I will pick a best answer!