Welcome to the world of old radio! It's a lot of fun, and there is always new stuff to learn.
Here is a great place to start :
www.antiqueradio.org. Phil's got some excellent restoration articles there, as well as a beginner's section and some guides.
For your first project, start small and simple. Find yourself a simple, AM, five tube table radio or clock radio from the 50's-60's. They'll probably have a plastic or bakelite case (some were wood, though). These little sets are known as "All American Five" radios. They were cheap and plentiful, and are easy to get now. Earlier sets used octal tubes, the later ones used seven pin miniature tubes (12BE6, 12BA6, 12AV6, 35W4, 50C5). The circuit is very simple, and all the parts are readily available. There's only about 6 or 8 capacitors in one of these things, especially the later ones (there's a component combo in some of the later audio output sections, rarely needs replacing). Once fixed up, these work pretty well, and can sound nice.
For a simple AA5 tube radio, don't spend more than $15. Check local flea markets - they shouldn't be that hard to find. Just last week I bought two little AA5 sets from a flea market for $1 each. Even though I know you want to work on more complicated, better sounding radios, these are a great starting point for getting used to tube work. Read the articles on Phil's site, and play around. You need to get good at soldering, and good at replacing capacitors, and simple radios are good practice.
If you have any questions or need any help, just ask!
-Ian