Ask HN: What's a starting point for learning how to write programming languages?

I've been thinking about writing my own programming language for some time. This to gain a deeper understanding of how programming languages, and by extent, computers work. I've bought the Flex and Bison book by John Levine to have a resource on parsing and lexing. I have come to realize however, that writing a complete language like Java, Python, Ruby, from bottom to the top, is of course not a small task. So therefore I started to think of writing maybe a compiler for another language, writing a "simple" language like SQL, Markdown etc. to begin with.

What are your experiences when writing a new programming language, where and how did you start?