Pick one and find someone to give you lessons, at least while you're getting started.
I don't buy into the whole "you must know every scale and chord and mode to be able to REALLY play an instrument" school of thought, being almost entirely self-taught, but there are some basic things that you will learn quickest and easiest when you have someone to show you how they're done.
For guitar it would be how to hold the instrument, how/if to use a pick, exercises to strengthen your hands and build calluses, how to tune the damn thing...all stuff that you could figure out on your own, but stuff that's WAY easier if someone who knows what they're doing shows you how.
Beyond that, it's just a matter of practicing, learning how to play songs in the genre(s) you're interested in, and more practicing.