Awesome es! There's nothing better than gardening. I just spent a whole day at local nurseries and the afternoon planting everything

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Eric and arkitect have some good suggestions there. Find a good nursery with cool staff that are into gardening themselves. In the bigger places they tend to be just there to work and not really into the plants themselves. A keen and interested nurseryman is worth his weight in gold.
Some other basics to start of with for a vege garden would be;
1. Choose a sunny position. The more sun the better. Ideally you want 8+ hours of direct sun hitting it. Also bear in mind the sun when you're planting. If you plant a tall crop such as corn do so thinking about where it will cast it's shadow. You don't want to shade the rest of the bed for the whole season and not be able to grow anything.
2. Make it as big as you can

. A small vege garden will often disappoint. Although having said that no garden is too small to grow a good crop. You'll also need space to rotate your crops (see next point).
3. Always rotate your crops. For example if you grow peas in one area don't grow anything else in the pea family in that area the following season. For instance the next season you could grow something of the brassica family in that spot. The next season tomatoes. This is the most efficient way to ensure you don't deplete the soil and have a disappointing yield. If you divide up your bed into zones you can grow the same crop each year and avoid planting it in the same spots.
4. If you can raise the bed. This can be done with sleepers or bricks if you're feeling industrious. This will give you a nice depth of soil in which to grow things and wonderful drainage. Even if you're raising the bed go to efforts to cultivate the soil below. Dig nice and deeply. Deep friable soil will make your veges love you.
5. Fertilise and add as much organic matter you can. Well composted manure (never horse as it will kill worms due to worming tablets) is great. You can buy a few bags of manure and let them break down for a few weeks before use. You can do this by either emptying them out in the corner of the garden for a few weeks or digging them through your plot a few weeks before you plant. Don't forget to water it to keep it moist and accelerate the maturation process.
6. Green manure. This is great to rejuvenate your beds every year or so. You can buy green manure mixes or make your own by choosing seeds that include members of the pea family. You sow the whole bed and let the seedlings grow up, and then when it's a foot or two tall and nice and green and lush dig it all into the soil. This will add heaps of nitrogen and organic matter. It'll only take a few weeks to decompose and the crops you subsequently plant will love you for it

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7. Mulch like crazy. I like to use lucerne mulch (or you could use straw). These really help lighten and aerate the soil and as they break down they add nitrogen. It's a great start. You'll be amazed at how many worms this attracts. Heap it on really thick. 6 inches + isn't a problem at all. Do it regularly. As a bonus it will suppress weeds and keep the soil moist so you won't have to water as often. If you heap it up around seedlings it will also help protect them from frosts occurring late/early in the season.
8. Planting. Start out with the easy things and don't be disheartened if things die. That's gardening and veges are really quick to go downhill! If you have great success with something continue on with it the next season. If something fails don't be hesitant to strike it off your list. After a few seasons you'll get a great idea of what your garden and your capabilities are good at nurturing. Planting herbs is also a great start. They're easy to grow, tough as old nails, and will last for many seasons. I'd also suggest starting off with seedlings instead of seeds. It's a bit more expensive but overcomes the difficulties of germination.
9. Enjoy it

. There is nothing better than fresh veges from your own garden. Once you taste a sun-warmed tomato fresh off your own vine you'll wonder how you ever ate a supermarket bought one before.
Any questions let us know! I'm sure there's plenty of gardening nuts here on macrumors!
edit: And post photos for us!