Imperialus
Explorer
Run something small and simple, but with plenty of player choice. Old school dungeons are perfect for this - I recommend Dyson's Delve https://rpgcharacters.wordpress.com/maps/dysons-delve/ or many of the One Page Dungeon contest entries. These bare bones adventures are good for developing important GM skills such as adding your own ideas to published material, while Dyson's maps give plenty of room for choices in exploration.
The classic & best starting point is a simple 'home base' area such as a village or (for SF) a frontier starport, plus an adventure site nearby such as a dungeon or ruin. This creates a natural play dynamic that is easy to run and can support long term play. The home base can have minimal detail, but a few friendly NPCs with one-line personalities is a good minimum to make it feel alive.
I second this. Keep the 'world' small, at least at first. A small home base with a few named NPC's that the characters can get to know that is no more than a day's travel to and from the dungeon they are starting in is perfect. There is a reason that B2, Keep on the Borderlands remains one of the most iconic Dungeons and Dragons adventures ever written even though it is like 40 years old now. I'm almost totally unfamiliar with the current edition of D&D but I understand that there is a 'basic' version of it upon which you can bolt all kinds of complexity. I'd suggest doing just that. Stick to the basic rules. Expand out as you go.
Whatever you do, try to avoid doing some massive Final Fantasy/Bioware/Wheel of Time "chosen one" epic plotline from the get-go. First of all, it'll be totally overwhelming. You'll be trying to figure out how to infodump all sorts of stuff on your players and they'll be trying to keep your b-list fantasy doorstopper straight in their heads. Second, what happens if the 'chosen one' dies? Keep the goals simple. Kill the Kobold king who's raiding the road, that sort of stuff.