The first mission you'll receive is from your instructor at the academy. When you left the academy, head east and pass through open gate and go inside the building. Head north to the 3rd doors and there, speak with Tengu (pink hairs) and ask for informations about missions.
As a ninja of the Sand Vilalge, your job is to take on missions for villagers. The Mission Assignment Desk is located in the Hokage Office Building. You can take up to 3 missions daily, they reset at midnight (EST)
Ask Tengu at the Mission Assignment Desk for Information.