You'll need to understand a lot of the basics like Ohms law, AC vs DC, current, voltage, etc. Once you get these down you'll have to dig around the internet, but there's a lot of good links posted in this thread. Unfortunately, there's no one stop shop for pedal specific theory. You'll pick up something here, something there, etc. Then start looking at schematics to see this in action. Since I started going through my circuit/pedal building journey I've tried to give back to the community here with a lot of the basic tutorials to help people like yourself. Don't try to learn everything at once. You'll drive yourself crazy.