If you're starting out, I'd recommend playing unamplified (or at least without any effects) for a while. Most amps will come with a built-in overdrive channel, and while using it might cover up some of your mistakes, it will harm your technique in the long run. Play on a clean setting until you've got the fundamentals right, since it's easier to hear where you're going wrong, and correct yourself accordingly.

KB's right about learning some musical theory, too. There's no use racing up and down the neck if you're playing out of key. It might not be the most thrilling thing in the world, but try and learn at least some basic theory before your lessons start.