First, know your measurements! If you can't measure yourself, and you dont have (or want to ask) friends/family to help, Victoria's Secret, Layne Bryant, Macy's, etc. usually have people who will do it (free of charge).
Once you know your measurements, start browsing online. Im a size 12/14, so I prefer to buy lingerie online at Yandy, Lingerie Diva, or even Amazon. Always check the size chart AND reviews when you're shopping online. A medium by one brand may be equivalent to an XL by another. You can find some really affordable pieces on Amazon (and they're of decent quality), which makes it a lot easier to experiment.
What matters most is that you feel comfortable in the lingerie you choose. We all have parts of our body that we're not thrilled about, and plenty of women feel embarrassed or insecure when they first start wearing lingerie. Like anything else, practice (and a bit of skill) will get you where you want to be. Maybe you could start out in a babydoll piece. They're not too revealing, but still very feminine, pretty, and sexy. Wear the lingerie at home, when your husband isn't around, so you can get comfortable in it. This might sound silly, but stand in front of the mirror and pose a bit. Figure out your best angles, adjust the straps on the lingerie to fit your body the way you want it to, try on some heels or stockings with it, and allow yourself to feel beautiful!
If you're not sure of how to “reveal” the lingerie to your husband, wear it under regular pajamas or clothes. Don't tell him you're wearing it. When he starts to undress you later, it'll be a nice surprise! His reaction will probably surprise you. It's not the lingerie that turns them on (necessarily), it's the effort that goes into it. The fact that you planned this, with him in mind, makes him feel special and desired. Good luck! You can do this!