When I first tried to bake my own bread all those years ago, I failed again and again. The problem was the yeast.
The first thing you need to invest in if you'll be baking bread is a cooking thermometer. Your liquid, whether it be water or milk, should be at a temperature of 105 to 115. If the liquid is hotter or colder then it will kill the yeast.
I also fill my metal mixing bowl with hot water. I pour out the water and dry just before getting to work. This warms the bowl nicely for the yeast.