That's about the way I started. About 4 years ago, one of my friends found a boxed set (a bunch of premade characters, three adventures, a set of dice, and dumbed-down version of the rules, all in one box, hence the name). We found another guy in our class who was interested, and the three of us went to my house to play it at the first opportunity, which was Martin Luther King Jr. Day, 2000. It was a blast. We played for 10 hours just about every Saturday. When we finished with the adventures in the set, we bought the rulebooks and wrote our own adventures. Back then the adventures we wrote seemed awesome, and were really fun, but looking back on them now, they seem rather silly. I still remember the time, when I was first DMing, and one of the players tried to EAT a gelatinous cube.
I think it's a good idea to play at least one published adventure before you start making your own. You've already been recommended a few good modules. I'll add <i>Death in Freeport</i> by Green Ronin, if you can find it. There are lots of free adventures on the Internet, and you can find some at your local book store or gaming store. When you make your own adventures, start small. As was suggested before, make a simple "save the town" type adventure.
I can understand being intimidated by other players with more experience. Heck, they still intimidate me. Still, feel free to ask here for any advice you need; there are always people willing to help.
When you've got a few games under your belt (but not before, so that you aren't overwhelmed), I recommend signing up for the newsletter at
http://www.roleplayingtips.com (and reading the archives); it's helped me quite a bit. Also, check out the Story Hour section of these boards. That's where a number of people post logs of their games for your enjoyment and inspiration.
) you might try Dungeon magazine, which publishes adventure. Proabaly the biggest bang for your buck, adventure wise (excpet maybe free adventures, but you get what you pay for).
