For your first attempt, you want to do a 1st level basic adventure. Not a campaign, just the most basic start. A very simple start is "you all start in a bar, a person puts out a bounty to kill X monster, and the members of the party sign up".
Your goal with your first several attempts is not to weave in some big story, its to get the basics down. Start small, and if the party actually enjoys teh adventure and there characters and wants to keep going (and you do as well), than go for. Or feel free to do another short adventure after the first completely disconnected.
Like anything, practice makes perfect.
Another tip, a lot of new DMs spend way too much time trying to craft the world. Again for your first time, don't worry about any of that. Start with a bar, and add as you need to. Where is the party heading?....um, north, into the forest.
Are there any cities nearby? Um....Kirkland, a small farm village. Or if you think that might be too distracting "no civilization in that area"
Just provide the basic info for the adventure, and if players start asking questions, feel free to make up stuff then and there to add to the scene or the world, but don't spend time on elements that you might never use. As a new DM you already have plenty to do so no sense in bogging yourself down with tasks that have no payoff.