Indeed, you have a lot of reading to do. There are a lot of complicated systems involved. If you know anything about electronics or programming, you have an advantage, but building a small aircraft the size of an MAV is tricky.
Here is a good book worth reading: http://www.aiaa.org/content.cfm?pageid=360&id=1584
It talks a bit about how to design the MAV itself, as well as the autopilot.