Hello Say,
If you are new and aren't sure where to start, then the first thing to do is to make sure that you are actually eligible to take the exam. (It would be a shame if you started studying and spending money on training only to realize later that you don't have the necessary experience to even take the exam...)
Therefore, please start by reading Page 6 of The PMP Handbook:
www.project-management-prepcast.com/pmphb
If you meet the minimum requirements outlined here then I suggest reading the rest of the handbook next so that you get to know the exam from an 'administrative' perspective and know what you are actually signing up to.