There are many articles, tutorials, references and FAQs which focus on component development. If this is your first time developing a component for Joomla, you can visualise the control flow of a component with these diagrams.
Next, you will want to read our MVC tutorial → Developing a Model-View-Controller Component
Once you have read the tutorial and/or tried the example component, you can focus more on the specifics of your component with additional articles. These are listed on the Component Development Portal or any of the supporting Portals for Development(Plugins, Modules or Templates).