Welcome to ST and golf in general!
A few things I have found helpful in the short time I have spent playing the game:
Practice is imperative; as long as it is correct practice. Balance your time between the range, practice greens, and partial rounds or full rounds of golf. Try replacing a range session with nine holes when possible as well; applying the skills you learn on the range to a real-life situation is a tough thing to learn.
I agree with the comment about a starter club set being a mistake. As I previously said, I am new to the game myself, and I bought a starter set of GB's to get me going. Now I am finding myself scrambling (financially and otherwise) to upgrade my equipment. Check out eBay, but an even better resource are the classifieds on the golf forums (especially ST!
). Not only can you find great equipment at a great price, but you also get a reliable seller with good advice and experience.
Good luck and have fun!