The best site I've found that discusses safety is http://www.boatsafe.com. Before you
do anything else, go there, bookmark the page and start reading.
Learning important knots
AnimatedKnots.com
is a great website devoted to knots. You can watch them in slow
motion and see all the steps to most of the knots you'll likely use
aboard a boat.
Safety while sailing
Here's
an article about clothing that'll keep you safe.