I know this is an old thread, but thought I would reply with what I think are the two most useful tips I had in learning to tie, as they might be useful to anyone else who digs up this thread later:
1) Use the lightest thread you can--the 70d stuff is what I use. Before you start tying flies, start some thread on the hook, and start wrapping tighter and tighter until the thread breaks. Do this a number of times, and you'll develop a feel for how much thread tension to use. Almost all of my early problems were with not getting things tight enough, or with breaking thread halfway through a fly. The lighter the thread you use, the better, and ironically, the more durable, the resulting flies, because you can get more wraps in.
2) Always tie at least 5-6 of a particular fly at a sitting. After you tie each one, compare it to the picture, see what looks right or wrong about it, and adapt. AK Best (a famous tier) famously once said that he doesn't feel like he really knows how to tie a pattern until he's tied 100 dozen of them. That is probably hyperbole, but I usually don't feel like I've hit my stride with a pattern and producing a good fly until the 4th or 5th one I've tied in a sitting. Usually, the first 2-4 look pretty bad and not very durable. If you're tying multiple sizes, start with the largest ones, tie a half dozen, then work your way down in size. It's also a good idea to start with easy things (woolly buggers, herl nymphs, etc) until you get your skills honed.
One other thing--I highly recommend the book "Essential Trout Flies" by Dave Hughes. There isn't much how-to, but it has every pattern you really need.