I am seeing all these new languages for .NET and JVM. How does one begin to make one?
I can\'t find any good documentation on JVM or MSIL specifications.
You're kind of in luck. There is an explosion of languages being developed for .NET, and there are articles / resources targeted at individuals such as yourself (not just large corporations with tons of money to invest).
Search for "dynamic language runtime", and go from there.
Here are some links:
Blog of the guy who is the brain behind IronPython
The home of the Dynamic Language Runtime
An article about how IronPython was implemented
A blog posting talking about abstract syntax trees and the DLR