To start off with, you are likely to be a lot more motivated if you manage to get some crops from the garden to your plate quickly.
Start with seeds that don’t take long to grow, and crops that are easy to use
My recommendations for the first things to try are
Perpetual Spinach, Radishes, Cut and come again lettuce leaves, and French beans, with Peas, Runner beans, Beetroot and Courgettes, next on the list
Keep in mind that no vegetable will grow in full, dense shade. but with three hours plus of sun, or fairly constant dappled shade, per day, you can get crops of all but the courgettes and runner beans suggested above.
Slightly harder to get growing (but easier to get as young plants from garden centres) are Tomatoes and Peppers. Carrots are easy to grow, but in first year ground, I’d suggest trying a golfball type carrot then you won’t be disappointed when they don’t come out straight.
Unless you have a large size plot, I wouldn’t suggest starting with Cabbages, Cauliflower, Squash or Brussell Sprouts as these need large amounts of space, light, watering and pest protection.