I agree with the "start small" advice for your campaign. I would encourage you to talk to your players about the sort of game you want to play - what sort of "tone" or themes are they interested in? (Chapter 1 of the DMG talks a bit about this.) This will be easier if they are friends of yours already, rather than strangers you are gaming with. Once you know what your players are looking for, it can help you prepare and run your game.
With the books you've got - esp DMG, DP and PHB - you've got a lot of information about the D&D gods. That can be useful for getting ideas for adventures - using gods and priests and cults and ghosts and angels and so on can be a good way of getting a lot of fantasy flavour into your game from the get-go. A simple example: the temple of Erathis wants an old road reopened, and hires the PCs to clear the way, but cultists of Vecna want to protect some secret hidden in the ruins, and so will try and stop the PCs.
If your players are new to the game like you, they will want their PCs to do all sorts of things that there aren't rules for, or that you're not sure about. As a general rule, don't tell them "no". Use the guidelines in chapter 5 of the PHB, and on p 42 of the DMG, to adjudicate these actions.
(The chart of page 42 has numbers that are a bit too high, by the way. Revised numbers are available from the WotC
updates page. In summary: an Easy DC is 5 + half level, and a Moderate or Hard DC is 10 or 15 + 2/3 level.)
For example, if you have a PC priest of Erathis, and the player want to use his/her Religion skill to learn about any curses on the road, don't say "no" just because there aren't rules for it. Set a DC for the check (probably Hard, because using Religion for divination sounds like a tricky thing to do). If they succeed, tell them something interesting and also intriguing, to lead them further into the adventure. If they fail, tell them they learn nothing - or, if you think it will add a bit more edge to the game, tell them that they suffer a backlash from dark forces and lose a healing surge!
Following your players' leads, and letting them explore the possibilities for their PCs and for the gameworld, is (in my experience) one of the best ways to GM a fun game. Getting the technical combat rules right is important too, but most players will be reasonably forgiving of a new GM still learning the ropes. (I would suggest - if something bad happens to a PC in a fight, and you work out that if you'd followed the rules properly the PC would have been OK, then be prepared to "wind back time" a little and undo the mistake.)