Say yes to more than you think you should but don't be afraid to point out details the player may have missed. "I want to grab the torch off the wall!" exclaims the player who forgets that they were recently doused in lamp oil. You say "Make a perception check" They roll and as long as it's not a one you say "you reach towards the torch and the smell of lamp oil fills your nose from your clothes as your hand wraps around the bottom of the torch." this gives them an out but you still let them start to do what they wanted to.
Avoid railroading your players. Yes you have a story in mind and players will always find a different way of going about things so go with the flow. They shouldn't fight your Big Bad Evil Guy until level 13 but they make a straight line to the fight at level 5? Have the BBEG and some minions beat them up some and throw them in a dungeon. Let them find a way out and realize that they aren't ready yet. Then lure them elsewhere with legendary gear so they level up seeking what they need to win.
Avoid arguments while playing. Sometimes players dislike something that happens during the game and try to argue. Don't let it happen during the game and drag down the whole session. Explain quickly that you will be glad to talk about it after the session and move on. Then after the session listen to them and work toward a solution. Always be willing to meet your players halfway in these situations because if your players aren't having fun then what is the point?
Give your world consequences. Your party getting a little kill and loot happy? Have wanted posters for them start popping up along with a few bounty hunters. Don't encourage murder hobo behavior if these are supposed to eventually be the heroes of the realm. If you are paying an evil campaign (not suggested for first time DMs) have heroes come against your players again and again getting stronger each time.
Don't let any one player dominate the party. It sometimes happens that players will have ideas of what other players should be doing and will be quite verbal about it. Gently point out that they are meta gaming as their character couldn't possibly know what is going on in the other players head. "I think you should tell him that we will kill everybody if they don't do what we want." says player that doesn't have a character involved in the scene. "Well how would you get that message to player that is in the scene? How would you even know what was being said?" you say with a smile. If they don't take the hint drop the gently part and be clear about how you will not allow meta gaming during combat (telling people what to do out of turn) or social encounters (telling people what to say in front of the people they are talking to) and you will curb the worst of this behavior.
Talk to your players. Before you begin talk to everyone and make sure you are on the same page. If half your players want a dungeon crawl/loot grab and the other half want a heroic story then nobody is going to be happy every session. See what they want and then when everybody agrees on anything make sure to make that happen.
Don't allow players with bad behavior to ruin your game. As a DM you are the leader of the gaming group. If someone is making other players uncomfortable or is abusive toward other players don't let them play with you.
Have fun. Seriously some people forget why they started playing or get so wrapped up in the main quest they forget to have fun along the way. Always have a few ideas of fun side quests in your bag of tricks so if the group gets too focused or intense have a wizard that accidentally turned itself into a sheep come up and ask for help. Maybe the local kids have a game of getting heroes who pass through to do something amazing for a sick friend of theirs. Whatever it is be sure to have 3 or 4 of these handy always.
When in doubt act like you are certain and move on. It's your universe so what you say goes. Don't forget that.
If you want your players to do more than give them incentives. Want more role playing from them? Speak as the non-player characters and reward them when they do the same with their characters. Want them to pay attention in combat? Add a "ready at the beginning of your turn XP bonus" and watch everyone start writing down the initiative order so they can be ready.
Give bonus XP but make your players tell you what they believe is worth it. Do this via email so send out a base XP email and they reply with what they did that deserves more. It will give you a really clear view of what they think is important in the game and you can give them opportunities to shine this way.
Sometimes throw your players for a loop. They have to make it out of a cave as it is collapsing? Whip out a hourglass and make them do quick dexterity checks. They are about to fight the BBEG? Have a friend who plays with a different group come and play the BBEG. They finally find the second piece of of an ancient artifact? Have it be the same as the first. Watch it dawn on them that one is a fake.
Feel free to start with store bought adventure and then work it into what your players want. The Mine of Phandelver for example comes with some hooks at the end which you can spin your story out of. This will give you weeks to see your players in action and start to write your story for them.
Set a hard rule for how many players can be absent for a game night. I have 8 players at the moment so if 2 or more can't make it we don't play. I offer one shot games from other systems or card games on those nights.
Well that is a good starting point but feel free to hit me up if you ever need any more advice. I've been doing this for awhile and I'm always happy to help new DMs when they are starting out.