I'm going to do a few posts on different aspects of planning and the big day itself but to start off with my advice would be:
1) Spend a few weeks soaking up the engagement excitement
2) Sit down together to discuss how you both envisage your big day, is it a big church wedding followed by a reception in a marquee or is it an intimate gathering for only your very closest friends and family. Having this chat early on will make budgeting/ venue searching much easier!
3) Discuss what is most important, wedding date or wedding venue. I.e do you want to get married in nine months time no matter what venue that means you end up in or do you have your heart set on a particular venue that isn't available at all for the next 2 years but you're happy to wait for it.
4) Let the fun begin! Start setting a budget, booking venue visits and working on that all important guest list!