Start by practicing long tones with an emphasis on developing good embouchure and breath support.  That is the foundation for everything else you will do with the horn.  The trick with embouchure is to allow the reed to vibrate freely while maintaining good control of intonation and tone (no biting!).  Good breath support means supporting your breathing with your stomach muscles.  That allows you to develop a steady, controlled airstream.  There are lots of good practice tips on bestsaxophonewebsiteever.com.  But the main point is, PRACTICE, PRACTICE, PRACTICE!