Mass Effect

I have been wanting to try a rpg. Not sure why because I tried Oblivion and couldn't get into it but to be fair, I didn't get very far before I gave up. I thought about Lost Odyssey but decided to give Mass Effect a try. J-Cat said I would like it so why not? Of course now I am confused. I don't even know how to start the game. I am use to putting a game in and shooting somebody. I have to decide what type of character to play with? Great. Any recommendations? Any hints you can give a newby? I really want to get into these things. I am just not sure the right way to approach it.