what server-side language does your web server support? do you have any server-side scripting experience?
php is always my tool of choice. there are AJAX frameworks out there which make your life easier and handle a lot of the repetative tasks as well as optimization for you. a nice light-weight framework for PHP is
MyBIC.
if you are the type that likes to know how things work at the lowest level, then i would read up on the
XMLHttpRequest object to understand what is really going on behind the scenes in the AJAX frameworks out there.
in short, AJAX is just using JavaScript to get text from another web page. the web page isn't necessarily a traditional web page, but rather XML or text formatted in a format that you can evaluate into a JavaScript object.