I encourage first time gardeners to just get out and start fussing around in the yard. The problem with this approach is that if you don't have a "master plan" for your garden, you can end up having a weird looking hodge podge of a yard that looks like it was designed by someone with a mental disorder.
Here is where I feel I should make something clear. This is your yard and I think that if you're okay with a half-built water feature in the middle of your yard that looks like it just landed from space then fine. But why not work from a plan?
Sit down with a designer and create a plan that can be implemented over a few years. For instance, phase one might include the removal of all things nasty and annoying and the planting of trees and shrubs--get those in first since they'll take a longer time to get established. Phase two might include getting that retaining wall, or patio built. Phase three may contain the rest of the perennials. This way your gardening is still staggered, but at least your working towards a common goal where at the end of phase 3 things are coming together and making sense. It will look as if a sane person designed your yard.