Every one else has covered pretty much everything to get you started and since I am a new member I won't make some long drawn out post about what steps to take or give you an essay of advice from my own personal experiences but what I will urge you to do since this is your first development project is to just remember one simple little word that is kind of a golden rule in programming.
KISS
Keep it Simple Stupid!
Don't try to make a blockbuster on your first project and while you are learning the development process try to keep everything as organized and simple as you possibly can. Game projects can take anywhere from a month to several years to complete and by keeping things simple during this experience you can cut your workload in half or even more. This is a good thing!! I see too many aspiring developers burn out before they ever complete their first project and it sucks because a lot of them have some great ideas!
Good luck!