Whenever I start teaching a group of new students, the first thing I get them to do is to draw a picture of their own hands. This is to serve as a reference point, so they can see how much they improve over the term. If I had enough mirrors, I would ask them to draw a self-portrait, as portraits are challenging and a real test of drawing skills. If you are just starting out, you might like to do a self-portrait - just do your best with whatever pencils you have, and file it away for later!
The first actual drawing exercise I get students to do is the Wire Drawing Exercise that I learned from Drawing for the Absolute and Utter Beginner. Because the wire doesn't 'look like' anything, it isn't frightening for the beginner, and is excellent for developing the hand-eye connection. Give it a go!