The most important thing to get right is your position. On the bike, that is. That, to some degree, is going to be dependant on the type of bike you have. You want to have a small bend in your leg when the pedal is fully down and you want to be comfortable enough so that you can bend your arms (acts like a shock absorber), but you also want to have your weight well distributed between your arms and backside to avoid aching shoulders, neck, back and so on. I favour the tops of my handlebars to be about 2" - 2 1/2" below the saddle height. This also helps with aerodynamics. On a road bike yuou want to aim to have a flat back (although unless your name is Chris Boardman, this is near-on impossible). Your backside will ache for the first few times but will soon become accustomed to the saddle (get a good one, such as gel with cut-outs).
Get good winter gear: Gloves, and thermal longs for your legs and top, a wooly hat for your head and overshoes to keep your feet dry.
Now go out and ride at 18 mph until everything hurts. Then do it all over again then again and again and again. eat until it hurts your belly (to be a champion cyclist you need to be a champion eater!!!)Seriously, you'll probably be surprised at how long you can cycle for, but start off with easy, flat runs of no more than one hour.
Start introducing a few hills in after a couple of weeks and increasing the length of rides at weekends.
When you get used to it, you'll be attacking the hills chasing down other cyclists - you'll love it!