Having known a few artists who wanted to figure out how to tell stories in their own style, my advice is to just jump in with both feet. The folks I know, like quirkybird, are illustrators who wanted to start doing sequential art; they started with short pieces, then moved on to more ambitious projects. You might find http://www.bitemecomic.com/ and http://www.lutherlevy.com/ illustrative; the first is a story that quirkybird started in 2000, finished in 2004, and published as a graphic novel this year, the second is her current project. You can basically watch her style evolve over the course of both pieces. This, to me, is a very nifty thing. Tell stories, and as you tell them, you get better at the art and craft of storytelling.