What do I need to do, and how do I do it, so I can start coding?
If you search the forum you will find the question of how to troubleshoot that exception has been answered MANY time.
First you need to have a database to connect to.
Then you need to provide the proper connection information in the connection dialog. The information you provide depends on the type of connection you are trying to create (basic, tns, etcz).
Typically that exception is thrown when you don't provide the proper host, port or sid/service_name.
Post ALL of the details about the connection information you are entering. That includes the values of any dropdowns.