Well I guess where to start would be finding out what it is you want to learn. you meantion beltmaking, armourmaking, those involve cutting shapes, tooling them for decoration and in the case of armor, wetforming can get involved. (wetforming is to preform certain shapes into the leather, and hardens the pieces at the same time)

As mentioned before, tooling has video's on youtube, but by far the best advice anyone will give you is practice. Leather can be tricky, which is learnt best by trying it. Check if there is a local workshop or private leatherworker, see if you can mooch some tips and a first feel from him/her.

Wetforming is also very tricky, as it can easily go wrong. I'm not the guy to ask about this, cause I have 0 experience in it, but there are leather armourers and maskmakers who wetform all sorts of shapes. Again experience is key, so try and find someone who has it, or prepare for trial and error.

Corsets.... aye I suggest you start smaller than something with this many préset forms. But If you're bent on doing these, observe a storebought one and reverse engineer.
as for wallets, I sometimes see them float bye in the leatherworks gallery. Interesting thought that you can decorate the covers like there is no tomorrow, but there is also a great deal of sewing the insides involved. Tooling we've just discussed, and sewing... wel sewing is sewing. not rocketscience but for something that small it pays to have done some sewing before.

so when you break what you want to do into the skills necessary, you'll get this:
- Designing and creating patterns(yes leather can work like a fabric),
- Cutting and shaping leather,
- Leather carving, tooling, etching or decorating,
- Methods of connecting panels (sewing, riveting, the force)
- Finishing a piece (leathercare and such. tooling leather needs to be sealed and oiled once the piece is finished)

Hope this gives you some better grip on what to look for ^^