I want to create a Path generator for my AI figure to follow, but I don't know where to start.
You can become familiar with pathfinding starting with this detailed article --
http://wiki.roblox.com/index.php?title=Pathfinding
pathfinding is a roblox thing, not really entirely lua, just based on lua with roblox-made functions by the roblox engineers/programmers, many roblox-made functions are used in pathfinding so use this article to learn about those functions.