I suggest starting out with DB's or Solars, just like Kailan mentioned. They are the most straightforward in what they can do and easiest to adapt to. If you feel intimidated by the power of Solars, just make it about the Dragon Bloods.
Both books have Storytelling chapters mentioning "Exalted Styles". These can be a good starting point, though i have to say i've never ran a game in a style listed there
. I don't know what books you may have but even the corebook is enough to get some ideas (the 1st ed one did wonders for me, though how South looks now after 8 years is very different from what's eventually been detailed). Look for a place that inspires you, or heck, even a geographical feature that inspires you. Start from there and then either rush them into a plot (you might even start in medias res, to simplify issues like how, why and when they met up, starting in the middle of a chase, and later building up the details) or give them a hub city/town/lost manse filled with strange creatures to communicate with, generate plots and generally get them into trouble
Don't fear going off the presented setting or printed material. Do whatever makes you happy and especially what you feel will be cool. After all, the key to Exalted is that the players are caught up in over the top situations reacting in even more over the top way. Mind you, you don't have to start with Deathlords and Third Circle demons - chases on the rooftops against the wyld hunt (or as the wyld hunt), battles for lost artifacts, exploring strange locales and meet wacky, bizarre, unique and possibly even dangerous creatures and entities.
What really makes Exalted great is how it allows you to use any idea and roll with it. So think about what sort of a plot/creature/format you'd like to portray. Make sure you have fun and give room to your players to have fun. If you do that, a good game is guaranteed.