Handle the SelectedIndexChanged event, and use the SelectedItem property:
Private Sub myComboBox_SelectedIndexChanged(sender As Object, e As EventArgs) Handles myComboBox.SelectedIndexChanged
Dim cb As ComboBox = TryCast(sender, ComboBox)
If cb IsNot Nothing Then
Dim item As String = DirectCast(cb.SelectedItem, String)
...
End If
End Sub
I would strongly suggest you find a course, or a book - they present the material in a structured way, which should ensure that you do not miss important details as you go along. If you try to learn by "just doing it" I guarantee you will be missing lots as you go, and making things a lot harder for yourself than you need to!