I've never grown anything before either, but I'm just jumping in. I tilled a spot in my backyard that gets lots of sun and mixed in some manure because the average suburban yard has pretty poor soil conditions.
After letting the ground prepare itself a few weeks, I planted mostly herbs and a couple strawberry, tomato and pepper plants. Turns out I planted a bit early, so the cold snap may have damaged a couple of my plants. A few of them are still under buckets and bowls while I wait for the sun to come out again.
Check your local weather forecasts and university extension Web sites for the best planning times, but it's better to plant later than sooner. Watch your backyard on a sunny day to see how much sun falls in the areas you might want to plant. Most veggies need plenty of sun.
One of the most important things is to make sure your soil is in good working order. To make sure the ground isn't too compacted, take a stiff wire and drive it into the ground. If the wire bends after less than six to eight inches, you need to work the soil a little more with a spade, mattock or other tool.
Work plenty of organic material into the ground before planting, like manure, mature compost or blood and bone meal. When you choose your plants, pay attention to the planting instructions and don't plant your chosen plants too close together. Some will need to be as much as two feet away from other plants or they will overcrowd one another to compete for soil and sun.
After taking the transplants out of their containers, you'll notice the plants are root-bound, so gently massage the roots so they can spread more easily through the ground. Adding sand helps plants breathe better if you have soil with bad drainage or a lot of clay.
Keep the soil moist but not soggy for the first couple of weeks and continue to water during periods of inadequate rain. If a cold snap hits, cover your plants with something like blankets, towels, bowls or jars.
Good luck!