The most basic thing in an autonomous robot would be a microcontroller (its possible to build completly analog bot too, they are called beam-bots, i guess).
So i guess to start off with robotics you should start reading about microcontrollers. I suggest you chose a basic controller and study it properly, i started off with a PIC16F, learning one controller properly will help you to learn the basic concepts involved with microcontrollers, and then shifting to other microcontrollers will be easier.
But i would persionally suggest u to go for 8051 first thats the simplest Microcontroller and u can make robo's line follower's obstacle detectors etc....
u can go fo atmel 89c2051 its a 20 pin ic of 25 Rs.and u can start ur work.Purchase a toy car known as JCB (125 rs) interface the motrs with Microcontroller first drive that toy according to ur wish.....u can take help of a very good book "Mazidi"
I will suggest two books
The 8051 Microcontroller and Embedded Systems by Mazidi, Mazidi and McKinlay (Pearson Education)
Robotics by Robot Shield (Its Prentice Hall I believe)
Autonomous Robots have three main functions in them
1. Input can be by transducers, Sensors etc
2. Processors like micro controller or
micro processor + RAM + ROM + Timers + Serials Communication etc
3. Output eg. Motor
Sensors may be IR, Laser, TSOP(thin small offset packaging), photo diode etc
IR Sensors are the simplest and have the most simple circuit.
Motors can be AC, DC, DC Geared, Servo, Stepper
Just an overview of the layout of a robot.
P.S. Just completed a project on Obstacle Detection Robot, though it didn't work completely the way we wanted it to but still it was a 70% success. Will try not to make those mistakes next time.
you can check your circuits and logic in simulations. you can check your microcontrollers codes(8051, PIC) in simulation softwares( ex., Proteus). It has all most all micro controllers, pics,and all most all digital and anlaog ICs. It is good for beginners.