I recommend you to start with basics.
Install the XAMPP webserver package on your local machine. Its easy and you don't need to config php, apache etc. Its everything done by default.
http://www.apachefriends.org/de/xampp.html
Then I would try first tutorials to write functions, classes, etc. Handle with variables.
Introduction: http://tut.php-quake.net/en/
Reference: http://php.net/
As an IDE there is just eclipse (for me). But if you never had worked with eclipse, it could be an overflow for you. Too many things yo don't need in the beginning.
http://www.eclipse.org/downloads/packages/eclipse-php-developers/heliosr
It has a good code completion and syntax highlighting.
Afterwards you can begin with Facebook Samples. Best thing: Download, modify, try, again.
http://developers.facebook.com/docs/guides/web
Good Luck!