Sit down with someone who plays and get the best possible embouchure going NOW. It seriously is worth so much as to pay for one lesson with a decent instructor, get your basics going, and then practice for a couple months or a year or more and then get more instruction.
As far as online sources, get yourself a fingering chart or two and start learning your scales and arpeggios. And for brass instruments, start practicing lip slurs early. They'll wear you out in 10 minutes but they are the key to controlling brass.
You might notice yourself getting really tired when you play. Brass is much more demanding, physically, than woodwinds and while a sax player can play for a long time without much trouble you'll probably get 20-30 minutes out of a practice sessions before your lips turn to leather. If you feel tired you'll be fine; if you feel pain something is wrong. Avoid using tons of pressure pushing the horn into your face.
Good luck! Its a ton of fun.