Much of this information is available at the
State Elections Board Website but your county clerk's office will help you more, especially when trying to find out where you vote (many county clerk websites have a search field for finding where you will vote).
In short:
1)You can register the day of the primary or ahead of time at the county clerks office. Bring an ID and a piece of mail, delivered to the address where you are claiming your residency.
2) This first election after you turn 18 is the fall primary on Tuesday September 12 (primary is always the 2nd Tuesday of September). But of course, you should vote in EVERY election! Relatively speaking, your vote effects local city races (in the spring) more.
3) I'll assume you're asking about the Democratic candidates... boy, tough choice there! 3 good candidates, so I suggest seeing them together at a forum or debate and checking out their websites:
Steve KagenNancy NusbaumJamie Wall4) Finally, drag ALL your friends to get registered and vote! (and start a young democrats club to boot!)