There are aaaaaaaaaaaalot of Korean learners that doesn't know what to do, where to start, and how will they to it.
As for me, I started learning Hangul(Korean alphabet). It has 40 characters but don't worry the letters are easy to memorize since there is a pattern. I mastered them in less than a day. I promise, it's just that easy. You can do it too.
After you've memorized the letters, you may now look for lessons online(and you don't have to rely on romanizations anymore, this is an advantage and this should make you happy!).
Practice reading and writing so you'll be more familiar with the letters.