You're going to need to figure out what trades you want to do and what ones you'll need/want to hire out. Volunteer to work on other people's projects for free (or beer) to see what you enjoy working on. For example, Habitat for Humanity and other home building charities often need bodies and can be a good way to sample different aspects of a build.
Then, start small and try your hand at something simple like a shed. Once you've shelled out for all of the tools you'll need to build a shed, you're well on your way to the investment in tools you'll need to build a home and can decide from there whether to proceed.
My limited experience with Habitat is they will train you on the job for whatever they're doing that day. If you can drive a nail or use a miter saw, you'll be greatly appreciated.
Then, start small and try your hand at something simple like a shed. Once you've shelled out for all of the tools you'll need to build a shed, you're well on your way to the investment in tools you'll need to build a home and can decide from there whether to proceed.