Some of the info above is good for random adventures. If you're looking for a wider setting, you should carefully read through the material at the back of the DMG about Fallcrest and the surrounding areas. It gives a lot of good hooks for adventures and there is also the mini/opening adventure at Kobold Hall.
Even if you rely on lots of random adventures, you can probably find ways to work them into the Nentir Vale setting established in the DMG and expanded through a few other sourcebooks.
i recently started playing d&d (4ed), and straight off as a DM no less, with a group of people who are also completely new.
since i dont have the funds to buy lots and lots of adventures, i took a look at the nentir vale setting, then looked at the map and started imagining what kind of adventure could take place at each landmark. and then i googled like hell to find additional information on those places, and what other people had done with them.
since what made me want to get started was the awesome penny arcade d&d play podcasts (which in turn led me to the robot chicken d&d videos) i used those for inspiration a lot. as it turns out, you can gain a lot of ideas for adventures by reading other groups play-blogs or listening to podcasts. in the dm commentary for the robot chicken d&d chris perkins said that DMs are supposed to borrow ideas from every source they can, and i took it to heart.
same as the OP, in the beginning i had no idea where to get started with building adventures, but once i 'stole' some ideas from other, better DMs, it got easier and easier. now i have an adventure path/campaign laid out that will take us to around level 5, at which point im probably looking into buying some published adventure.
tl;dr - if you have no ideas for writing adventures, try to find some play log of a campaign and steal a couple of good ideas from them. the rest of the adventure will probably come pretty naturally. as long as you have some kind of setting to tie these ideas into.