I started playing golf in November of 2011, so I'm relatively new myself. For what it's worth, here is a general list of tips that worked for me, and some suggestions based on what I would do differently if I was starting out:
- I took one lesson at the beginning, to learn the basic grip, stance, alignment, etc. Like some have suggested, check out your local driving range for free group lessons. Well worth it to get the basics down.
- Before I took any private lessons, I went to the range a lot and had already started playing, probably too much. Although some may disagree here, I think this was beneficial for me in a sense because I was able to get comfortable with the golf club and the feel of it prior to taking lessons.
- Don't wait too long to take lessons. The longer you wait, the harder it will be to change things. I waited too long to take private lessons. As soon as you feel comfortable swinging a club, it's time for lessons. I purchased a set of 6 30 minute lessons and that was the single best thing I did for my golf game.
- Get a book and read about the mechanics of a golf swing. It's so important to understand clubhead dynamics and how the club travels on an arc. Lessons will also help here as the pro should be discussing these things with you. This will go a long way to helping you understand what you are doing wrong based on your ball flight.
- Don't neglect putting and chipping. In retrospect, my full swing developed much quicker than my short game. I have no problem getting the ball off the tee and down the fairway, but my short game suffered tremendously. I was a horrible putter for a long time and my chipping and pitching wasn't much better until I really started working on those aspects of my game.