I want to start implementing Lean. Where do I start? The task seems overwhelming and I don't want to start out wrong.

After years of listening and participating in the debate about what the "right" thing is to do first in a Lean implementation, I am convinced the right place to start is in 5S. The fact is that an organization that is starting lean just doesn't understand what it will do on the plant floor or in the office until they can visualize the result. The absolute fastest way to do that is in 5S projects.
The 5S process is a teaching and learning experience in so many areas that are part of the Lean implementation process like problem solving, team compromise and even some process mapping. 5S will also result in some immediate gains in productivity since it naturally causes some cell layout improvements whether it is done in an office area or on the plant floor.
As an organization goes through a 5S process in numerous areas, all the participants will gain a better understanding of Lean and be better able to decide on an implementation path for their company.