Welding for the first time - need advice

To keep it simple, establish that you have gas coming out of the nozzle. You do this by listening for it with your ear close to it with the wire end pointing away from your face. Pull the trigger, and you should hear a shhhing sound like you are letting the air out of a tire slowly. Adjust it to 20-25 cfm if you have a guage.
Next, set the wire speed and voltage. In simple terms, wire speed is heat and voltage is penetration. For light sheet metal like body panels, i set the voltage to 1 or 2 out of 4 and the wire speed for about 50% in the scale for a starting point. Is there an owner's manual or a chart on the door of the welder to help you with basic settings?
Next, the metal has to be clean of rust, paint, oil, etc.
Establish a good ground, ''scratch'' the ground clamp in so it make good contact like you would when boosting a car with jumper cables.
Set your stick out. With mig, it should be about 3/8 of an inch give or take a little bit. This is measured from the end of the contact tip to the end of the wire.
Make sure the tip and gas nozzle don't have any spatter or obstructions.
Practice on a piece of scrap the same thickness you plan to use to get your settings right and so you get the feel for it as well as some practice. Do this on lap joint or just a flat piece to start, not an open butt like you were trying.
A few other pointers:
If using an open butt weld (gap), don't make it any more than the thickness of the wire that you are welding with.
Don't weld continuously on body panels, or they will warp. Use a series of small tacks spaced a fair amount apart so you keep the heat down. Then go back and forth until you are finished.
Make sure you have a #10 or 11 shade in your helmet, and look at the puddle from the side, and be as close to the weld with your helmet as you can so you can see properly.
Wear gloves and a long sleeve cotton shirt as well as a hat. Don't do what they do on t.v. and wear a short sleeve shirt and no gloves!
Wear safety glasses inside of the helmet and make sure the helmet and lenses are in good shape.
Keep pets away from where you are working and anyone else for that matter, anyone that gets an arc flash will be hurtin' for days.
Make sure the area is clean of all flammable debris and cover anything else up you don't want to get hot spatter on. Obviously move gas cans, oil, and rags out of the area.
Remember, cleanliness is your friend with welding, be it the material, the equipment, or your surroundings.
I hope this helps you, i am a journeyman welder, and have taught a lot of people to weld from square one!
Tom.