Hi M- welcome to the boards! There are lots of ways to start. If you are looking for some basic guidance I highly recommend the Body for Life book by Bill Phillips. Good overall intro to training & dieting. You should also review the SHadow's Project & Project Summary stickies at the top of this board. You'll see the progress lots of the girls are making using it.
Also the most important part of making progress with training is DIET DIET DIET. Can you post up your current stats (weight, height, bodyfat -- if you don't know it, can you get it done at your gym?), your current meal scheduel (what & when you eat) and what you are doing for training now or how active you are, and how long you've been doing that. And also your goals. Then we can start answering your questions because there is no one single way to accomplish things and everyone responds differently.