Everybody is encouraged to develop software for KDE. What you should do first depends strongly on your experience, e.g. whether you have already learned C++ or have experience with the Qt toolkit and so on.
To get into KDE programming, you will need some basic tools: automake, autoconf and egcs. You should look at http://developer.kde.org/ and http://www.ph.unimelb.edu.au/~ssk/kde/devel/ for more tips.
Another excellent resource for learning KDE programming is the QT online tutorials. These are installed along with QT. Open up in KDE Help or KFM: $QTDIR/html/index.html and bookmark it. The tutorial is under "Using QT". The source code for each lesson can be found in the $QTDIR/tutorial directory.
There is, however, one thing that everybody interested in programming for KDE should do: subscribe to the developers mailing list. To subscribe, you have to send a mail with your email address in the subject to:
Please read How to subscribe to these lists carefully. Everything said there applies to the development list as well.