Assuming that you already know the basics like hand position, embouchure, reading music...To start with just work on long tones and making sure you're producing sound smoothly and fully (no squeaks). Then find some scale sheets and start grinding those every day. Don't worry about going fast, just concentrate on getting the notes out evenly and making sure they sound full. You will have problems at the bottom and top of your range but don't worry, it will get better over time.

Specific to saxophone, the reeds you have may not be the best. For beginners I would usually recommend something like a rico royal 2 or 2 1/2. Not that there's anything wrong with harder reeds, you may just be frustrated if you're trying a blue box 3 1/2 and wondering why you can't get a sound. Another plus...rico's are dirt cheap, and since you're just starting out you don't really need quality reeds anyway. As you get better and see if you want to stick with it, you'll naturally progress up to better quality reeds along with the rest of your gear (a quality mouthpiece+ligature can sometimes make a bigger difference than an entirely different sax model). I recommend checking out this article if you're bored and for some reason feel like reading about reed care.

Lastly, if you look at fingering charts you'll notice a lot of alternate fingerings for notes (especially Bb and F#). This isn't just a "pick which one you like!" deal. You should really learn all the fingerings because you use them in different situations. For example with Bb, it's really easy to use the bis key (little key below b). However in a chromatic passage where you're going from Bb/A# to B, you'll want to use the "side" Bb key as it's a much smoother sound. I recommend this page to learn more specifics.