Before you dive into learning your chosen language, take a moment to get to know it, first.
Start by skimming the language's Wikipedia page, "[language] Language". This will give you a bit of background on the language.
Next, read about the phonology of the language at "Phonology of [language]" on Wikipedia. It's very important to know exactly which sounds a language consists of, because you might otherwise have an imperfect mental picture of the sound system. This can result in miscommunications, or just general embarrassing mistakes. For example, for the first 4 years that I learned Spanish in school, I was convinced that the letter "z" made the /z/, like the English equivalent. As it turns out, Spanish actually doesn't have that sound, but no one had ever told me!
These pages can also give you valuable pronunciation tips from the get-go; if you take a look at the vowel chart, for example, it becomes much easier to visualize the differences between the vowels that might otherwise sound very similar. The section on consonants also gives you valuable information regarding their realizations and possible allophones. Just reading a page on a language's phonology is enough to have an excellent accent immediately.
As you're reading these, try to sound out each word you encounter. Pronounce it out loud, then look up the pronunciation on Forvo. Compare what you said with the recording, and adjust as necessary. You can also record yourself, which can often be even more helpful. You shouldn't be aiming for a perfect accent right away; just focus on pronouncing the different sounds differently, so that a native speaker would be able to tell the difference between what sound like similar words to you. Trust me, you don't be that person learning English who pronounces "bat" and "butt" the same way.
Make sure to also consult the "IPA for language" page as you do this to start figuring out which sounds correspond to which letters. You can also take a look at WordReference for your language (or any other online dictionary that uses the IPA) and look up IPA transcriptions for words you encounter.
Continue this sounding-out practice as you keep learning the language. In time, once you pronounce things close enough to how natives do, you'll notice that you'll start subconsciously making small adjustments that improve your pronunciation further.
For now, however, your focus should be on being able to identify the phonemes a word consists of. Don't worry so much about the actual phonetic realizations, those will come later with practice.
This may all seem like a lot of work, but it's totally worth it. If you put in just a bit of time working on your pronunciation before you start learning anything of the language, you'll have laid an extremely helpful foundation for the future.
Working on your pronunciation early on is extremely helpful in avoiding future miscommunications. Everyone will have an easier time understanding you, and if you put in the work learn a language's sound system, you'll have an easier time hearing otherwise difficult distinctions between sounds. It's better for everyone!
First, you should find a good reference grammar; either in textbook form or a website, doesn't matter. The idea is that it should be a resource with most of the language's grammar consolidated in one place. The resources section has some suggestions for you to check out.
Next, start by learning the personal pronouns and the basic word order (does the subject come first? Object? Where does the verb go?) and learn to conjugate verbs in the present tense at least for the 1st and 3rd person singular. This should give you an idea of how verb conjugation works, and make it possible for you to start to recognize verbs when you come across them.
Remember to keep pronouncing every single word you come across.
Skim the sections on all the major parts of speech, but don't worry about memorizing anything; just make sure you can recognize them in text.
Once you've done all this, you've given yourself a huge head-start. Now, you can really dive in!