The tips I've gathered on this type of project have all been really helpful at keeping me from being frustrated or bored.
* Use self-striping yarn. This will keep things interesting and make the socks beautiful.
* Cast on the double pointed needles loosely. This will keep you from going nutty when getting started.
* Ignore as best you can all the extra needles you are not using. This gets easier as you go, but is helpful at first when things don't look very sock-like and there are lots of points everywhere.
* If you find yourself sort of lost or confused or annoyed at first, stick with it. After a few rows, it will be ok. Hang in there.
My local knitting shop is filled with beautiful sock yarn choices, and I got tips, encouragement and a free pattern when I bought the yarn. Your store is probably this nice, too!
Before starting, I looked for some encouragement on the internet. My two favorite and best links for beginning sock knitters are here:
The Sock Knitter's Companion: Step-by-Step Help: This explains what goes into knitting a sock and is helpful as you follow any pattern for clearing up exactly what you are doing.
Silver's Sock Class: This one uses photos and explanations for beginner knitters and no pattern. It's very helpful if you are not familiar with reading patterns, or just want extra clear help in plain English.