I highly, highly, highly recommend that you hold off on making a full megawad at the moment. Start out small - make a WAD with, say, seven levels instead of thirty-two. Release it, get some feedback, and repeat. Once you've got a considerable amount of mapping experience, that's when you should consider making a megawad.
When I first started making Doom maps, I immediately wanted to make a 32 map WAD. It crashed and burned. I'm sure a few others can relate.