You'll find below an overview of the main techniques used in hand-building. Pottery is hugely diverse and you will be constantly learning, this should help you decide where to start (these videos don't have sound).
Slab-building is a really versatile technique, the videos below quickly demonstrate working with soft slabs and hard slabs. Slabs can be rolled to any thickness, it's about judging what's possible with the clay and what's needed for the size of your build, as well as the aesthetic.
Pinching is a great immediate process and can be combined with coiling to produce larger pots.
A pinch pot or slab is often used when starting to coil a vessel.