Martin is right, depends on if you want to keep history or not. You could also you to / from dates to track your time line in your dimension tables. I would recommend taking a course in regards to SSIS / Data Warehousing, it will teach you a lot of principals. I started like you and quickly got overwhelmed, I actually started to study for the MCSA 2012/2014 - SQL certification. It's helping me transform to a VBA developer/AD Hoc SQL hack to a semi professional ware house guy.

Just my two cents.

With that said I usually build my dimensions and then my fact table. You'll have FK on your fact table and the record count is usually huge, at least from my limited experience.