Of course the first thing you must do is create your project.  The steps need to create the project are pretty standard, but I will walk through it from the beginning.

Once you've clicked create, you'll need to know what type of project you want to work on.  For our purposes here, pretty much a "Hello World!" type of application, we'll select Web Cloud Service.  If we wanted to have data interaction with our website we would select the Web and Worker Cloud Service project type.  However, we are only doing a "Hello World!" app, so we'll keep it to just Web Cloud Service.