This thread sucks...
If you are low on funds for a class, you can learn a lot from online videos and from trial and error (assuming you have a fast connection to stream video content). Watch a few of these videos and you will learn TONS if you are a newbie, simple stuff like whip finishing your fly and how to dub:
http://www.flycraftangling.com/flies_cur.html There are lots of other free resources online (i.e.
http://www.fishwithus.net/home.html). These are archived episodes of fly-fish tv from OLN, all episodes have a tying section at the end. They also have a low speed archive if you are dealing with dial-up.
I have only been tying since last December, and have been able to greatly improve my flies in a short time by practicing and soaking up all the info I can get online. My best advice is as follows: (I also got a "kit" to learn how to tie) -
1. Throw away the thick black thread they gave you as "tying thread" unless you want to use it for dental floss or maybe fly bodies. That stuff will give your flys the look of a drowned wool sweater. I can't even look at some of the beasts I cranked out in the early days, although I kept the first one as a joke to look at one day. In it's place, go buy some 6.0 tying thread. It is a ***** to work with at first because you will keep breaking it off on the hook point or when you try to tie knots, but eventually you will be able to tie up some sweet size 20 midges - god knows why anyone even wants to take the time to do so, unless you are dumb like me. And all the other flies you tie from here on out will look a LOT better. Keep some thicker, black waxed thread around for dubbing and fly bodies.
2. Wings: Leave more room in front of the wing than you think you need, so that you can wrap the hackle once or twice in front of it. Then tie a thread head to secure all the tag ends. Watch the videos I mentioned, they will tie in a variety of wings - copy their style.
Good luck dude, if you want to get help in person (lessons) I would do some more work on your own first...you will probably pick it up faster than you think. And if you still are looking for answers, just go ask someone who ties good flies and save the $$$$ from a formal lesson. A step by step fly tying book, (came with your kit?), will get you started as well.