Keyword Research:
Step one in SEO.
Before you code a line, or write a single word down, you should begin doing your keyword research.
The first thing I want you to do is go to goodkeywords.com and download the tool they have there. It will tell you the number of times a keyword or keyword combination has been searched for over a time period.
While it shows a "number", it's not quite accurate. Overture gets about 8 to 10 times less searches than Google per month. It's a good indicator of how popular certain search terms hold up.
Now your just starting out, and your chances of getting ranked highly for a generic keyword is very slim. Instead of trying to optimize "keyword", try to optimize something a little narrower like, "Keyword Research".
You really shouldn't write for the engines. Write your content so it's readable, fresh, and above all navigable.
If you write about your keywords, and use them in your content you will be just fine.
Remember, sites that are written for HUMANS, with SEO in mind will do better in the long run, than sites that cheat.
Your ultimate goal when you do research for keywords (both high paying keywords and keywords that get a lot of traffic), is to find a happy medium between the amount of traffic you can expect if you rank well and the amount of competition you will have. If you can't rank well for your chosen keyword, try to rank well for a keyword combination.
Your keyword research should be a factor in your meta-tag writing and your page titles.