Patience, my friend.
This is not the kind of thing (usually) that you can just run out and pick up a whole costume (it DOES happen

, but it's not the norm). Here are your basic steps:
1) Make a firm decision which costume you want to work on (whatever YOU like)
2) Find the website for the type of costume you want to construct (ask here for the exact site like)
3) Register at that site
4) READ, READ, READ (and when you're done reading, read some more) on that site to find out the best makers for the different parts to that costume
5) Find some of the people around here who will HELP you put together your costume (no one is going to do it FOR you, but we have lots of talented people who will help with things you are not familiar with).
6) Understand that putting together a costume is a many month process (especially if you aren't familiar with what needs to be done).
Like I said in your introduction post - research is your best friend. Look at the archives on the websites and read the threads that are there. Feel free to ask questions if you don't see what you're looking for, but do everyone involved a favor - don't just go to the message boards for the detachment and say "I'm here - what do I do???" As helpful as many people in the Legion can be, that doesn't go over very well.
Good luck as you "take your first step into a larger world!!!"