First of all take a deep breath.
The first step is planning. Decide what you want, start small or you will be overwhelmed.
If you want a veg garden decide where you want it. THen think about what you are gonna plant and where, then decide how bug you need.
I reccomend making garden beds by digging down a foot and adding what you need to make your soil perfect. To do this, you are gonna need to identify your soil type.
Start reading. you will need to learn how to prune your rose bush. Save your coffee grinds, roses love the acidity. Just dump the grinds aroudn the bottom then as the water seeps in the dirt it will get to the roots of the rose.
The pecan tree is a no brainer, I have two in my yard. The only complaint is all of the nuts falling everywhere that i have to rake up.
It helps if you have more specific questions. There are tons of links here and I would also reccomend goin to the library and checkin out some gardening books. Do it now, this summer you wont have time to read them, you will be busy weeding and harvesting.