Hey congrats on the new rod, and welcome to the forum. You'll get lot's of advice here, and we all went through the frustration and learning pains at some point. Browse some of the past threads and the FAQ section to get your head around some of the lingo, gear and techniques.
There are a ton of resources out there, including online:
Google "fly fishing 101" for a good general intro to ff, and th "tightlines fly casting you tube" for a decent 3 part free vid of fly casting, and the Sexyloops - the best fly fishing and fly casting instruction seven days a week
has a very good series of free fly casting vids and instruction. (because of the name of the site, even though it's about fly casting, don't google at work or you might get a visit from HR)
as well as books (the LL Bean guide to fly fishing is pretty good) and vids (Joan Wulff has one for for fly casting that's great).
But the best way, by far, to get off to a good start, is to hook up with a local fly fishing group in your area. Trout Unlimited has chapters all over the country-- at least near coldwater trout fisheries, and the Federation of Fly Fishers has affiliated clubs all over. Typically these groups are very welcoming to newbies and offer casting clinics group trips etc. You can do searches and hopefully find one near you:
TU Chapters: Council/Chapter Search | Trout Unlimited - Conserving coldwater fisheries
FFF clubs Locate a Club
(you can also use the FFF site to search for certified fly casting instructors in your area that might be worthwhile so you don't start off with bad habits that will be difficult to correct later (like I did and that still come back to haunt me from time to time)
Again welcome to the forum, and feel free to ask questions as they come up-- lot's of helpful folks here that can get you started.