Starting with a module or a dungeon crawl is easiest. Way nicer to have some guide rails in place when starting out. The impetus for me was just that no one else was going to do it and I felt it was better to jump in as a new game master and wing it rather than not play at all. Five or so years later after not playing for a few decades: here we are.
Perpetual GM here. I love PF, both 1e and 2e. Mostly playing the latter these days as it’s way simpler for new players. But my absolute love is Blades in the Dark. I run a game of that too and it’s just the absolute best.
Since I never get to play: I have a literally boundless library of characters in my head if any of my players ever express even an inkling of wanting to take the GM seat.
One of the best bits of advice I’ve gotten on running games is just to steal ideas. Can be anything as simple from the plot of a movie that you re-skin or a kids puzzle that you put new names on and have the players solve. Beyond that: listen to the players and just let them fill in bits of plot with their theories.