There are a number of HTML editors available that are supposed to make writing web pages easier (TUCOWS is a good source for things like that), and you may well be more comfortable doing it that way. If so, then follow the directions that come with the editor you're using.
As for me, I find it easier to just use my normal text editor and stick in the HTML tags "by hand". But then, I'm a hacker at heart, so maybe you won't agree.
If you're trying to learn how HTML works and what can be done with it, one of the best places to look is at the source for the pages that you see on the web. If you've read the Beginner's Guide and you're starting to get a feel for how HTML works, you may notice a page that is laid out in an interesting way, and you'd like to know how they did it. Almost every browser has a "view source" option that will show you the actual HTML code that was used to create the page. By examining it, you can see how HTML tags are used in real life to get various effects.
Almost every browser (every one that I know of) also has the ability to open a file on your own disk as a web page. For example, in Netscape Navigator or Ventana Mosaic look on the "File" menu for "Open file". This allows you to create an HTML document on your computer and see what it will look like when it's on the web. You should always check out your pages locally before posting them on the web.
It will be a lot easier to preview your pages locally if you use relative URLs for all of your links and images. That way, you can preview your pages properly and you don't have to change the URLs when you upload your pages.
Case is significant in web pages, and UNIX filenames are usually all lowercase. Our web server is a UNIX system, so therefore you should assume that all filenames will be in lowercase. On a PC it doesn't matter, but when you post your pages it will. In particular, web page names must end in ".html" or ".htm" (not ".HTML" or ".HTM"), GIF image names must end in ".gif", and JPEG image names must end in ".jpeg" or ".jpg". Your FTP program (see Posting Your Own Web Pages) will automatically convert MS-DOS filenames to lowercase, so write your links accordingly.
You will almost certainly have one page that is your "entry point"; the page you want people to start at. For reasons explained in Posting Your Own Web Pages, that page should be named "index.html" or "index.htm".