1. Getting Started - Zerofuse/Skyrim-Modding-Guide GitHub Wiki
Before beginning the guide, you must know the risks of Skyrim Modding: EVERY time you modify your game, there is always the potential for a crash. They're rare, but still a possibility so make sure you follow ALL directions EXACTLY.
The absolute first thing you must know about the beautiful world of Skyrim modding is the quint-essentials. These are Mod Organizer, Skyrim Script Extender (or SKSE for short), and SkyUI. These are a MUST, as more than 90% of Skyrim mods rely on them.
Links for all of them:
For Nexus Mods links, go ahead and go to the "Files" section and download them manually (at least SkyUI for now).
Mod Organizer - http://www.nexusmods.com/skyrim/mods/1334/? (Go ahead and download the installer).
SKSE - http://skse.silverlock.org/ (Go ahead and download the installer).
SkyUI - http://www.nexusmods.com/skyrim/mods/3863/? (Download manually).
As you may have noticed, almost every single Skyrim mod is hosted on http://www.nexusmods.com/. Go ahead and make an account on Nexus, it'll save you a lot of trouble in the long run. The other website that contains Skyrim mods (although mostly pornographic) is LoversLab (NSFW) http://www.loverslab.com/. They have some pretty decent mods in there as well, although I don't believe I have any mods from LoversLab.
From here go ahead and click on the Setting Up Mod Organizer page.