I'm not a complete computer amateur, in the past I have studied a fair bit of sql, vb.net, php, etc.... nonetheless I have never had the opportunity to use any of this in an actual real world website.
Now I have decided I really should step up and I want to make a website with a database...and I've no clue where to start.

I am assuming that making a database the easy way with microsoft access is out?
I've looked into something called web matrix but it seems more trouble than its worth. Lots of little niggles. Even renaming a table or creating a relationship is difficult ; to rename I had to do a query!
I've also heard mysql is the typical thing online but...I've no idea how on earth people use this. You make your database purely via sql in a text editor and it draws on it online?
The database I have in mind is quite a complicated one. A list of users, a list of countries, a list of areas of those countries and various different bits of data which should only pop up if a user picks one country or another....so the simpler the simple stuff is the better really. Just figuring out the database in my head requires a lot of thought! Though yes, I should learn to walk before I run so just getting some basics up and running so far would be good- I'm just worried I might head down a dead end getting my basics done and make something which is utterly useless when I want to do things properly

Where should I be starting for figuring out how to cobble together a heavily database drawn website?
I'm not doing any e-commerce or anything serious here, its mostly just a learning experience/bit of fun for myself, so getting the best stuff is not important at all. Nonetheless I do want to figure things out- my university taught me nothing useful.