your situation is just about the same for me, im 19, 5'10" and weighed in at about 185 ive been doing everything redgrail said, and i cant stress enough how much compound exercises can do for you, as well as running and eating healthy (6 small meals a day, lots of water) and getting good rest, and im begining to see results at around a month in.
As far the protein, i take a protein shake every morning right when i wake up to stop the break down of muscle, and i also take one after i work out (3X a week)
running is a great stress release though, and i look forward to my workouts everyday whether it be at the gym or if its a running day going on a nice run in the evenings
you hafta really have the right attitude going about changing your normal routine, and it may be hard at first but once you get things rolling and keep up with it youll be good man

btw try and find someone to help you at the gym, maybe a friend who works out, and have them teach you the correct form, i cannot stress this enough! If you can, work out with that person so you can push each other to work hard and so you can get a feel of how weightlifting works
