As someone who has been doing this for the past six months, the folks here are right. You kind of learn as you go. The beginning of my trip was in Barcelona, and I had no idea what to do.
Talked to a few folks at hostels, found out what was cool to see in Spain, and used the web to figure out how to get there. Ended up traveling all around Spain for a month, just by getting somewhere, spending time, plotting my next step, and then going.
It might be a little intimidating. It should be. The uncertainty is what makes the journey so much more worth it.