Phoenix is great - lots of good flying weather to get started. You have a lot of options available to you depending on your goals - your sig file says you're interested in a career pilot gig. For most that's the airlines, but not all. There are everything from mom-and-pop flight schools to pilot-mill zero-to-hero outfits and people have widely varying opinions on the "right" way to do things. It kind of all depends on what you what.
Start out by seeking out a medical certificate. You can read about the medical requirements on FAA.gov. There's lots of details there, but basically if you don't have a history of mental health issues, cardiac issues, concussions, substance dependency/abuse or a few other things you should be okay. You can start out with a third-class medical - that's the absolute minimum you want to start with if you plan to pursue flying beyond Private Pilot - for now. Things can change later but you don't need to worry about that now.
You need a minimum of 1500 hours in your logbook to become an airline pilot - less so if you have a certain type of education or military flying background - but still over 1000. Don't worry about the details of that now - concentrate on earning your Private Pilot certificate FIRST. Make career decisions later.
Once you obtain a medical you can focus on how/where you want to train. That's a different discussion. Short version: you need regular access to an airplane and an instructor.
Get your medical first, then shop around on flight schools.
Your training begins right now -
this minute - with the research you're doing. Go to FAA.gov and start looking up the requirements you will need to obtain a Private Pilot certificate. (You're going to have to learn how to look up regs and things anyway, might as well get started.) Hint: Airmen Certification
As you learn about what you need, ask questions,
keep your eyes and your mind open. There is excellent advice here on this forum and people who are willing to share that experience - some of us are (cough, cough) new instructors, some of us are student pilots, some of us are senior captains at large airlines, others are military and still other are charter, corporate, agricultural and other types of pilots. Wide swath of experience to work with.
Get the medical first. Then take a Discovery flight or joyride or something. Decide if you really want it. Then find a place to train.