I'm writing this from the standpoint of assuming you're already a competent programmer. (If not, you should study C extensively, and then the documentation for the Microsoft Win32 API. You should be able to develop a working application using these two tools before attempting anything I'm about to suggest. You should also have a working knowledge of SQL.)

Here are some subjects you should research to get you started hacking:
* Segmentation faults: what they are, and why they happen
* How to programmatically change permissions to violate memory security without invoking a segmentation fault
* How to use this knowledge to write self-modifying code, as well as code that can modify the memory space of other running programs
* How to use buffer overflows in input data to invoke arbitrary code execution in other people's poorly written programs
* SQL injection: what it is, how to do it, and how not to get caught if it doesn't work
* Cryptography (requires a profound understanding of number theory, and is also consistently really hard even assuming you understand it)