Hi,
you can check the available certifications for .Net / Visual Studio at
http://www.microsoft.com/learning/en/us/certification/cert-vstudio.aspx
And where you starts depends completly, what you want exactly. Nobody except you can know that. So have a look at the available MCPD certifications and decide which one you would like to get first. Then start working on the prerequisites.
Normaly people start with 70-511 or 70-515 (in case they want to do a MCPD that has one of these as prerequesite). This has the advantage, that you can easily train yourself by some small applications.
With kind regards,
Konrad