The first few stitches on a machine are definitely the scariest. But, while basic sewing is very simple, there are a couple of things that might help out with those beginning frustrations!
After you've threaded the machine, and made the stitch selections you'd like, the first thing to do is look for, and lift or slide the lever to raise your presser foot:
Slide your fabric under the presser foot, lining it up with the edge of the foot, or one of the guides along the plate.
Don't forget to lower the foot back down! If you sew without the presser foot down, you will create a "thread nest" on the bottom of your fabric, which will eventually stop the needle from moving, and make a big mess, which you will have to remove :o)
Another important step: hold your thread down with one finger for the first couple of stitches. If you wonder why your needle is always de-threading itself, it is probably because the thread is slipping out when you first start sewing. (I still forget to do this sometimes!)
Unless you are sewing a gathering stitch, you usually want to start out with a little "backstitch". Backstitching is a securing stitch, kind of like tying a good knot in your thread. You will find a lever somewhere on your machine that you can press to make the fabric feed backward. Hold it just long enough to do a couple of backward stitches, then let go of the lever to sew forward again. Backstitch at the beginning and end of your seam.
Once you are done with your stitching, lift the presser foot, and gently pull out your fabric. If it resists, turn the handwheel back and forth slowly, to jog the needle, as you pull. Never pull harshly on your fabric if it resists, as you will probably break your needle!
Then snip your threads, leaving about 3" or so on the needle for next time!