Well, you need to start with where you are going beyond a region. Saying you "know nothing" about the southwest, isn't really helpful and probably isn't true otherwise why would you pick it for a destination?

Start with the big things, figure out what your top priorities are and where you want to focus your time. Once you've got the major things, then you can start looking for the small little things to fill in the gaps, and we can certainly help with that, but you need to take the first steps.