How do I know with which oxidation numbers I can form a certain kind of compound? Take, for istance, phosphorus; it has eight different oxidation numbers, but it can only form two different anhydrides, phosphoric (when the oxidation number is 5) and phosphorous (when it is 3). How do I understand which ones I can use to get anhydrides?
 Or take chlorine, it also has eight oxidation numbers but if I wanted to know the corresponding hydracid, HCl, how'd I know which number to use?

Please forgive me if the question is trivial and written in a poor english, but I'm having trouble with both chemistry and English language classes at present!
You need to be familiar with some of the compounds earlier, otherwise you can't tell if it exists. Remember facts come first before explanation. It also depends usually on the atom/ion to which it is bonded. for example since Fluorine is most electronegative it can form $\ce{XeF6,XeF4}$,etc. but $\ce{XeH3}$ doesn't form also oxygen forms large oxidation states as it is electronegative too and there is also more energy released as many bonds are formed (ususlly pi-bonds.)