Well if you know CSS/HTML,
Well if you know CSS/HTML, the first step is to do that. Then the Wordpress site itself has documentation about creating your own themes. That's how I learnt years ago but I'm sure if you search for Wordpress theme/template tutorials you'll come up with plenty of links.
You can try lynda.com. They
You can try lynda.com. They have videos that walk you step by step from the psd to wordpress. Also try looking on youtube. Alot of developers have tutorials on there.