Additionally, if you need other info, Minecraft Wiki has lots of it, including a full set of crafting instructions. This helped me a lot when I first started playing, check it out:
http://www.minecraftwiki.net
A crafting bench and three iron ingrots. http://www.minecraftwiki.net/wiki/Bucket
You need 3 iron bars arranged in a V pattern in a crafting table. Recipe: http://www.minecraftwiki.net/wiki/Bucket