I am familiar with soldering and electronics.
Already a good thing. Noobs with no knowledge of electronics just can't really participate actively in here because a majority of the forumers here are heavy duty DIY tinkerers. Your knowledge will help you a long way.
Start searching for threads about laser diodes, how to harvest a diode, and for the different types of laser, search colors and their associated wavelenghts... 405 nm for violet and 655 nm for red, 532 nm for green, and you'll discover the difference between diode lasers, and DPSS lasers...
I have a few questions though. How do you set the driver? What is a good diode for a blue burning laser? How much does this normally cost?
There are also very extended and elaborate threads on laser drivers, the best known types come from rkcstr and drlava... search for those names and you'll find a world of info, including how to adjust them optimally for the laser diode you want to use.
To start off, if you want a blue-violet laser, try the plain old PHR diode, it's very inexpensive (about $10) and it's a good way to start off.
True blue laser are monstrously expensive (several hundred of $$$) and so are yellow and orange lasers, because of their very complex construction and paper-thin adjustments. You cannot build these, plain and simple (unless you're an engineering genius).
But the red and violet lasers, those are fun to build. Start off small and as you gain experience, you'll feel more confident to work on more expensive things... I would hate for you to start with a very expensive 8X violet diode and zap it because of your inexperience.
Just check out the different DIY threads and the threads on diode pinouts, setup procedures for laser drivers, and do get yourself a startup toolkit consiting of one or two DMMs (digital multimeters, about $10-$20), a good fine-tipped soldering iron, solder, solder paste, flux, mini screwdrivers, tweezers, various small pliers and cutters, a good vise, and optionally, an adjustable power supply.
100% of the info is on this site. The guy from Hightechdealz can provide you with inexpensive diodes and machined laser modules, look for the Dealextreme website in the electronics/professional tools section for truly inexpensive tools and gadgets.
Hope this helps.
Robert