Learn HTML properly first. Use Google to find everything you don't know.

At the same time, or after that, you can go on to CSS.

If you have some HTML knowledge, you can start with Javascript or PHP.
Which one to choose? These are two totally different tools, they can't be compared. They are used for different tasks.
JS is client-side, working in the visitor's browser. PHP is server-side, doing the computing on the server and only the output is sent to the visitor's browser.

Consider learning PHP + MySQL at the same time as they often go hand by hand.

PHP + Javascript are also used together, this technique is known as "AJAX".

IMO http://www.tizag.com/ is great for learning PHP + MySQL basics.