StarCraft/Terran mission 1: Wasteland
It's been a while coming, but here's your first real mission. All your units start in the upper-left corner, and your base lies in the bottom half Group the marines and hotkey them to 1; do the same with the SCVs and hotkey them as 2. Send them southeast, marines first, and kill any Zerglings you come across.
As you travel south, you'll meet Raynor. Take the entire group down to your base, then have the SCVs mine minerals while you build some more. When you have enough minerals, build a Barracks and train Marines. Any zerglings in this region will only attack if you continue to explore the map, and they shouldn't be able to overpower your marines.
The mission is complete once you have 10 marines.