Is the world a world you've created? Or just something you're working on? If it's the latter, check out the Scarred Lands. Lots of good 'Fallout' stuff there.
Check out
Here for ways on getting PCs together.
Only build in the world what you think will be importatn for the next 3 gaming sessions. So, don't make NPCs and legends and stuff that will never get used.
Start small. Dont' go epic quests and thus right out of the box.
Here's what I did when I first began DMing: I put the PCs on an adventure that was pretty much static; didn't matter who they were, what they were, it was pretty much a 'Go Fetch This' adventure.
A wizard hired them to go bring him some live, young, breeding stock Winter wolves. They went north, got side-trekked (I'll get you the wolves, if you do this for me an abandoned dragon egg, to get the abandoned dragon egg you have to help save these gnoll sorcerors from being sacrificed over the eggs by some zealotous lizardfolk worshiping the dragon egg), and so forth.
This allowed me to get to know the Characters, how they reacted, and worked together. That way, I could tool adventures to work for Them, and involve them more; less static, and more about them personaly, their modivations, etc.
Dig up some threads; there's lots of Tips on DMing, somewhere 'round here.