First, try to play songs that you like. Are you into rock, country, classical, blues?
If you are just starting out, I'd recommend easy songs with simple chord progressions. Learning chords is key. If I had to recommend one CD to learn for that, it would be the Eagles "Take it to the Limit". If you're into rock, then try some AC/DC. simple yet fun. Blues? Try Stevie Ray Vaughn or B.B. King. Classical interest? start with Carcassi's method. If you want an absolute, first step, beginners guide? Start with Mel Bay and learn the basics. Regardless, have fun.
Remember the Coca-Cola commercial with "I'd Like To Teach The World To Sing"? It's a very catchy tune using just 4 easy chords: D,E,A,G,D. Every chord gets 4 beats except at the end where the G and D get 2 beats. then you simply start over.