Since you're just starting out, I'd suggest you use a library such as jQuery. So, if your HTML is like this:
And you have a CSS class called youarehere:
.youarehere { color:white; background:green; }
With jQuery you could write something along the lines of:
$(".box > a").click(function() { // when clicking any of these links
$(".box > a").removeClass("youarehere"); // remove highlight from all links
$(this).addClass("youarehere"); // add highlight to clicked link
})
In plain JS, it takes a bit more effort to achieve this. Do yourself a favor and don't reinvent the wheel - people have already taken care of this, so use the product of their labor to make your life easier.