I have come to like throwing spikes as the start. You can never have too many, they are small so fast to make so quick practice, and only require a base knowledge of drawing out a square taper. Make from mild steel. That is where I would start. Then move up to s hooks which gives you more of the same practice but adds bending/scrolling and rounding, then start adding twists to the s hooks, time to make some punches and chisels(I recommend fully hardened tools struck by some mild steel, a good piece of 2 to 3 inch round stock will work well until you buy a soft hammer or make one) from there move on to making some wall hooks for the house witch will give you practice punching holes along with all of the previous, now it's time for some tongs, from there it's a little more wide open and well I haven't thought that far out yet.
If you can't tell I have had some beginners coming around so have been thinking this out for them. The key though is to take a class as soon as you can as hands on will help immensely on the learning curve. Also before you try something new (piece or process) work it out practice it in clay. No heat required moves like hot steel, can use same tools and it's much easier work.
Hope that helps.