Creating my own Theme

Hi, I am relativly new to WordPress. I have used it for a while now however I am looking to create my own theme. I know there are tonnes of documentation however I would like to know which documentation should I be looking at for doing this.

I am relativly confident with CSS and have been reliably informed that the PHP would essentially be done for me but I would just need to know where to pop it in.

If anyone can help on this matter it would be greatly appriciated.

Thanks in advance

Ade