Hey Candi, I am a scroll saw instructor at Woodcraft in Ventura Ca. I start my students off with 3/4" pine, and a #5 skip tooth blade. Start with a block of pine about 5" x 8". Using a pencil, Draw some straight and curved lines, and practice staying on the line. The first thing your are going to find out is you can't cut a straight line! The reason is there is a bur on the right side of the blade which makes the blade cut to the right. Your first challenge will be to learn how to angle the wood to cut a straight line. Once you master that, go on with curved lines. Then draw some straight lines with sharp corners. After that, draw some simple shapes and go for those.
good luck!