1st and foremost, keep the weight light until you have the technique down pat. Improper lifting can lead to serious issues or injuries later on.
I would recommend starting with a full body circuit workout like: http://www.menshealth.com/mhlists/high-intensity-circuit-routine/in.... I would say that after 2-3 weeks of this training you would be ok to start more isolation exercises to target specific muscle groups.
To give you the proper advice, I need a bit more info. Do you want to build functional strength? Are you more interested in bulking up? What are your goals?
I do want to bulk up. I'm not skin-and-bones thin, but I want to add some weight. What is a reasonable goal for gain? 10, 15 pounds of muscle?
Everything that has been said is accurate to an extent. You will need to eat differently to gain muscle mass. You NEED to understand this point 1st: YOU ARE UNIQUE. Trying to look like someone else in a magazine is not always a realistic goal. With that said, you can potentially gain up to 20-25 lbs of muscle if you're willing to put the work into it.
The nutrition aspect can get a little confusing if you try and absorb it all at once. What to eat, how much to eat, when to eat... There are some good sites on the web with some good information. Check out Chad Howse, AoM has had him write a few fitness articles that I think are good. http://www.chadhowsefitness.com/blog/
I hope this has been of some help and I look forward to hearing about your results.
Well I suggest first you start eating more. You'll need the weight for more muscle mass and for the energy to do lifts and such. Also learn how to properly do the exercises you intend to do. I recommend at least the deadlift/squat either or will work as a part of your routine. Once you learn how to properly do your exercises add weight in increments of 5 and see how much you can do. Add weight until you can only do about 6-8 reps on the exercise and start from there. Also define your goals, makes it easier.