How to get started with modding? Thread

Okay, so I have no idea about mods. I knew a friend who back in elementary school would mod his 360 and give some cool cheats in games like Call of Duty that wouldn't allow it like invincibility and super jumping. He also made some amateur zombie mods for Call of Duty 4. I used to want to do it back then, but my parents wouldn't allow me to do it as thought it was impossible to do(hillbillies didn't even know how to use a computer).

So now that my interest has re-surged, I have to ask, where do I begin? What should I mod first? Is some coding language necessary to start or a certain program? I know that DOOM has a program which allows you to build levels, and Sid Meier's Civ 4 had some programs written in python and xml, showing that certain mods could be crafted with those languages. What's a game you modded first? What's somewhere I should start with? I would love to mod the DOOM, Fallout, Elder Scrolls, Grand Theft Auto, and Call of Duty series. I would love to apply some coding and program language!

I'm building levels for Doom using GZDoom. It's a map editor that basically allows you to do everything you need for a mod, less of course making custom models and textures which you'd need to do in some image manipulation software.