Best way to learn LUA programming?

I am interested in learning some programming, specifically LUA. Why? Because in WoW you could program some nice mods. And I'm about to start playing Wildstar and I'm 99% sure I need to know LUA to make mods for that also.

I didn't see anything on Coursera but like something that would hold my hand and really go through like baby steps for me.

You could try starting with making a mod for a game you like WoW, Civ (4 and 5 I think) are two(three?) I know of. Lots of games use Lua, so you probably have at least one you could tinker with already.

Edit - or modify a simple mod.