If you’re getting started in WordPress development, odds are it won’t be long until you bump up against the concept of hooks. That is, points during the WordPress life cycle that allow us to add our own functionality to customize how WordPress behaves.
Of course, this is how both themes and plugins are made to do some of the neat (or not so neat, depending on the project) things that they do. And though I obviously recommend reading up on them in the Codex, I think it’s also important to understand how the WordPress application loads itself.
More specifically, I think it’s important to understand how WordPress works. There are a lot of resources out there available to read and review; however, John Blackbourn has been working on a no-frills version of this very idea that I believe to be worth starring and referencing.