The most important think to learn about the stock market is that it is not an easy way to make money. It requires years of hard work and study.
I would also caution you that trading in the short term is one of the most difficult ways to go about it and the really big money is made by a consistent long term investment approach. Since you are only 19 you have a great chance to put this into action, by saving 10 to 15% of everything you earn and building up a sound long term investment portfolio. This does not mean that you buy and hold each stock forever, but you should err towards holding rather than selling and switching unless there is something seriously wrong with a company.
I sell videotape that teaches my approach. However, you are going to find it expensive. Details are on my web site www.bwts.com.au. Unless you have more money that the average 19 year old, you will be better off to invest your money in stocks than buy my videotape.
Instead, I think you should start to read some books. Get them from libraries if you can, because they tend to be expensive.
The first one was written a while ago and some of the language is a little old-fashioned. However, it is a real classic and has been reprinted over and over again since it was first published: George Classon The Richest Man in Babylon.This book will teach you the simple rule that can make you rich through investment over your lifetime.
Another more recent book that contains important truths about investment is Robert Kiyosaki Rich Dad, Poor Dad.
Then I would suggest you move from the general into the stock market and read another old book that has become a classic: Gerald Loeb The Battle for Investment Survival.
I also suggest two books by John Train Preserving Capital and Making it Grow and/or The Craft of Investing.
Next, Richard Fitzherbert Blueprint for Investment.
One of the most important books ever written in investment is Benjamin Graham The Intelligent Investor. However, you may find it heavy going. Do try it though and persevere. This basic approach has made many people rich over a lifetime of investment.
If you are drawn inexorably to the short term trading approach, read Dr Alexander Elder Trading for a Living and/or his new book Come Into My Trading Room. However, be warned that trading is harder than it looks and requires quite a lot of capital (say $50,000) to do it safely.