Find a teacher who can help you learn how to do the exercises correctly. Good technique is one of the most important ways to avoid injury. Some high-school coaches or athletic trainers can help you. If a college is located in your town, the weight coach for the varsity athletic teams may be able to give you advice or recommend another teacher. Advice from people who have never learned good technique themselves, such as parents, friends, coaches or other weight lifters, may not be correct.
Books can help, but nothing beats personal coaching.
With your teacher's help, decide on the goals of your weight-training program. The goals of your training program will depend on your age, physical maturity and the reason you are lifting weights. You need to consider which exercises you will use, how often you will do each exercise, what weight you will start with and when you will increase this weight. Wait until you're ready. Wait until your body has matured enough before you try the major lifts.