Alot depends on what you want to get out of your genealogy research. Start with what you know. Add how you know it (sources). If you record your sources, you'll appreciate it later when you are looking for it again.
Are you interested in a particular ancestor and his/her descendents? Or are you interested in fanning out your ancestor tree? Is there a particular family reunion coming up that you are interested in the ancestors of that particular branch of the tree? Are you interested in joining lineage (descended from a particular person) or heritage (descended from a collective of people, eg fought in the US War of 1812) society?
Another whole area is DNA. Males have the advantage we each carry the Y-chromosome of our father, father's father, etc. Both males and females carry the mitochondrial DNA of their mother, mother's mother, etc. So those two particular lines are of particular interest to research.
One strong recommendation I have is to sit down with your older relatives and ask them questions, preferably recording it. You'll find you'll be really glad you did this later. I suspect you'll also discover some things right away you didn't realize. Don't just ask about relatives, ask about conditions when they grew up, major events, etc. It blew me away when my late father mentioned mentioned that when he was a kid, the 'vets in the parade' were Civil War veterans instead of the WWII veterans in today's parades.
One decision you'll have to make is how much you'll be wanting to share what you know and how much you want to co-operate with others. I find the pando (one big tree) at werelate.org useful. It's particularly useful the farther back you go (ie it's unlikely anyone has entered your grandfather yet, but entirely possible they've entered your 10x grandfather). One of the reasons I find it useful is that it's pando of sources as well.
Another thing you'll have to decide is your budget - both time and money. Some sites (eg this site, werelate, findagrave) are free, some societies (eg New England Historical Genealogy Society) cost money to use their resources, and some commercial sites (eg ancestry.com, myheritage.com, etc) cost moneyexist with you as their target customer. You've already discovered this stackexchange site. It's still in beta (just starting up) but hopefully will be useful to you. Spend some time looking thru the questions already here to get a feel. It might also give you other avenues to explore you hadn't thought of yet.
Most of the websites mentioned here and elsewhere on genealogy.stackechange will have 'getting started' help. There are also many blogs, podcasts, and courses (both online and classroom). Read thru many of them and form your own consensus based on what you want to do. Note many of the commercial sites have an obvious incentive for you to join their site and pay them. Look at several and decide what's best for you.