Welcome to the Village and congratulations on getting into the hobby. I got hooked last summer and am just a few months further into it than are you and am having fun learning. This forum is a great place to get information about the hobby.
Your scroll saw will do you well. Next you will learn about types of wood and sources for your wood. The big box lumber stores will have low end wood and you likely will soon move on from that. Posts here on the Village forum talk a lot about sources of wood from dumpster diving for wood to pallet wood and so on up to exotic woods.
Next you will get into dust (sawdust) removal and control. Again, lots of information here in the Village forum.
Read, read, read. And enjoy this great hobby!