Adventure into Electronics

I'm a programmer and don't know anything about electricity, circuits and things in that family. Recently I decide to start programing microcontrollers in order to build these cool physical gadgets I see in the interwebs so I bought me an Arduino to get started but stood looking at it like a deer starring at headlights because I didn't know where to start. Next I bought Make: Electronics book to get me started. One major difference between building software and circuits is that one cost money. In order to build your circuits you need to buy parts and I went out today to Radio Shack and dropped $45.00 on these simple items. Slowing but surly I'm desensitizing to this technology. I'm not sure where this may lead but it looks promising.