Here are what I consider to be five of the most important things you have to learn and understand in order to successfully build muscle. 

1.  Nothing works forever -  Performing the same exercises, or neglecting to increase the intensity of your workouts will lead to minimal muscle gains.  Overtime the body will adapt to your routine, and what was once an extreme challenge will become easy.  In order to reach your goals, you have to keep your body guessing, and progressively overload the muscles by increasing the intensity of your program.

2.  There is no such thing as "the best way" - That's right, there isn't one magical weight training philosophy that works for everyone.  The truth of the matter is that there are many different approaches to weight training that will work.  Finding the methods that work for your body is a key to success, and the only way to do this is through experimentation.  Training methods that work for professional bodybuilders probably won't work for you, since you don't have the time, money, or genetics that they do. 

3.  Results come from increased performance, not increased pain - The goal of your weight training workout is to tax muscle tissue enough to trigger growth, but not so much that it is unable to repair it's self.  You should be getting stronger every workout.  You should be able to lift more weight, or perform more reps every workout.  Don't focus so much on feeling the "burn".  Sure you have to train hard to build muscle, but the key is to focus on increasing the intensity of every workout and judging your progress by your performance, not how sore your muscle are the next day.
 

4.  Don't expect your body to cooperate -  I hate to be the bearer of bad new, but I think that it's important the you understand that your body doesn't want to build muscle!  It's happy just the way it is, and doesn't want to change.  You literally have to force your body to build muscle by training at an intensity high enough to trigger your body's survival instincts.  Again, the key is to progressively overload the muscles, eat a well balance diet rich in nutritious foods, and get as much sleep as possible.  Oh, and the proven bodybuilding supplements are also worth a shot.

5.  Anything can work -  This is especially true if you are just starting out and haven't weight trained before.  Nearly anything you do that places more stress on the muscles than they are used to, and will ultimately lead to strength and muscle gains.  Of course this becomes a little tricker months down the road...  Just don't be afraid to try something different.  Whether it's HIT training, high volume training, high reps, low reps, don't be afraid to try something different because you never know what will and will not work for you until you try it.