First, welcome to the Village. If you have questions, ask them here. The knowledge from the vast number of scrollers on this forum is enormous. This is where I started out a few years back.
Second, don't be afraid to tackle a job. Remember that all scroll saw pieces are cut one hole at a time. That doesn't matter if it is the size of a pin head or most of the project. I try to focus on which "holes" are going to weaken other cuts. I have found I enjoy cutting with the smallest blade possible, usually #1 or smaller and because I cut mostly portrait type projects, they are usually spiral. I also use Pegas blades from Artcraftersonline.com which is a business owned by one of the Village members. Denny treats you right and has great prices.
Steve has some great patterns and are great for a new scroller. His patterns are typically more "usable" such as tools, vases, toys, etc. If you want to step into a little more complicated patterns, check out some in the Village library. There you can find some that are fairly easy all the way to very complicated.
I will say that you are diving into a great and rewarding hobby. It is very addictive. Remember to have fun. Please share your projects by posting pictures. That inspires others on the forum.
Happy Scrolling!!!