Yep, just pick one and start. Have lots of fun and derps along the way. I do recommend thermal expansion for the starting machines (as recommended time and time again by others) along with the railcraft hobbyist steam engine if you don't have easy access to lava. Even if you do, the hobbyist engine takes less than 2 gold ingots, 1 iron, 1 redstone, cobblestone and wood, and can run for quite a while on coal and water. In railcraft, heat values are doubled for coal vs charcoal, and doubled again for coal coke, so you can get quite a bit of energy from just a few pieces of coal. It's one of the best early game engines.