You must start with a tutorial. Learn at least 5 of them, by learn I mean the techniques they use. Use Photoshop, it's the most popular for these kind of stuff. Once you get the hang of basics, you can start experimenting with the techniques you have learned from the tutorials, to make your own unique signature. Remember you have to follow tutorials, during the course of such tutorials you will get familiar with Ps and its tools. Few examples of mine, stopped making them long ago though.
you can start from here
Photoshop Signature Tutorials | Sigtutorials.com I started learning from this website too.