You don't do an Ajax call without a server side. So you do need PHP, or some other server language (ColdFusion, ASP, Ruby, etc). At the very simplest, Ajax will bring in an HTML file, but that still goes to the server to get it.
Also I'm assuming you are going to store this entered information in a file or database of some kind, which is also on the server side.
Since you are new to the scene, I recommend you AVOID Ajax and jQuery for now. Instead, focus on a simple form submission that shows you how your HTML page interacts with PHP. Start here:
http://us2.php.net/manual/en/tutorial.php
Go through each topic, especially the "forms" one:
http://us2.php.net/manual/en/tutorial.forms.php
If you're comfortable with that whole process, you can move on to Ajax and other wonderful things.