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If you have a machine at home, I'd recommend you put an AMP package on it and play with that. Then you'll know how to use a DB if/when you have a host that supports it.
Writing a DB has two aspects. One is the functionality. You can learn to write that in any language, but the end result will likely be missing the other aspect: performance. Performance is attained by writing code that is very system specific, close to the machine.
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