Plant vegetables that are designed for your zone. Look up your growing zone and start off with the vegetables that best grow in it. This takes care of temperature for the most part making it easier to have success the first time you attempt to do this.
Sunlight is something that you need to be careful about. Many plants are picky on getting proper sunlight each day. Look at your yard and notice where the shadows are during the day. You need to plant things exactly where the sun shines properly.
Insect pest problems can damage the plants in your yard. The easiest way to control these is with chemical products. Others like organic methods instead. Either way, you will need to buy products to stop these problems early on else your vegetables will be ruined before they even grow.
You should avoid using the soil in your yard. The soil in the yard doesn’t have very many nutrients in them. Many will try this and get small plants that never produce any vegetables. If there is nothing to work with in the soil, you won’t get anything to grow properly. Invest in quality soil. Also get into compositing so that you can make your own soil which will help you grow better plants in the future.