I'd take it slow; there's a lot to look at in the engine, and things you have to learn that are not engine specific.
For starters, I'd make a list of things you need for your game; features, graphics, mapping, enemy AI, music, etc. After that, pick one of the things you want to work on first, then dive into that subject and research only what you need to know. Going deeper while working on your project, will just delay it.
One important thing to do is always take a look at your game daily; you want to stay motivated, and keep the project fresh in your mind.
Lastly, the most important bit is, your first project may not live up to your expectations, but love it for what it is. It's your first time developing, and you can only get better with each new project, armed with new knowledge. And don't be afraid to ask questions, or do something uncomfortable ( asking for help maybe? ); talking with other people can really help get the best out of your game. After a while, it becomes more than just your own project when you think about it.
Hope this helps.
--Kino