The first thing you need to when starting a garden is to figure out where you live and what you can grow there.
Where do you live
The good folks at Burpee have a great tool that helps determine what you can grow in your garden. Here is their direct link or just use it above:
http://www.burpee.com/gygg/growingCalendarWithZipCode.jsp?catid=1000&_requestid=1261804