I'm engaged! Now what?

No really... I don't have the slightest clue where to begin. Everything I have seen and heard from my friends about planning a wedding sounds BRUTAL. Like certain things (dresses, particularly) take ages to come in, or venues go quick so you have to book pretty far in advance.

What is the FIRST thing I need to do? Think of this as "Wedding Planning for Dummies" and please help a girl out!