First off, welcome to the wonderful world of the GM!
Shadowrun is different from a lot of other RPGs out there both in scope and style. And it can be run a number of different ways. Make sure that everyone at your table is comfortable with the kind of game you intend to run so they know what to expect, and can build appropriate characters.
There is a recent thread that has a lot of good advice here:
http://forums.dumpshock.com/index.php?showtopic=29647Here is some more quick advice:
1) Decide up front how much money you want each character to make from an average job and let your players know the base line. There are several threads on this, but it really is up to you and your players. Vary the pay out between jobs based on difficulty. Throw out an occasional windfall run that is high pay high risk. Have some jobs with non monetary rewards such as information or contacts.
2) Changing a few names here and there in a published adventure can customize them to fit your group. Plug in your players contacts whenever appropriate. Using your own NPCs both helpful and harmful can make an off the shelf module fit right into your campaign.
3) Draw whatever connections between jobs that you want. It's the players' job to find discover them, so don't just hand it off to them. You don't even half to think of them in advance, a connection won't be clear to the players anyways until several runs into a story arc. So don't sweat it if you don't have a firm idea up front.
4) Don't get intimidated by the amount of info out there. There are a ton of books for shadowrun. Nobody expects you to have read and memorized all of them. Don't expect your players to know everything either, especially if they're new to the game. Spoon feed players basic information early on, especially if it's something their character should know (that's partly what knowledge skills are for).
5) Decide on a style and tone early on. Some groups like to play shadowrun as an action movie, others prefer to play it as a secret conspiracy driven investigative game. Some prefer a dark and gritty game, others a more light hearted approach. The only right way is the way that your group enjoys.
6) Good luck and have fun.