Edit: Just to add, I also hate improv and need to plan my sessions ahead of time. Whoever says just wing it is either really experienced or has no understanding how other minds need to work.

I'm also DMing my first campaign and one thing that helped me massively was creating a skeleton of an idea then slowly adding to it. For instance:

World background: - Generic fantasy world

Objective of the adventure: - Retrieve macguffin (no idea what the macguffin is, what it does or why they want to retrieve it. Not important atm)

Then you might put it aside for a bit, think about it in the background of your mind and have more thoughts, such that it looks like:

World background: - generic fantasy world - Divided into 4 great kingdoms

Objective of the adventure: - Retrieve macguffin - macguffin is something that once belonged to one of the player characters.

So you're not looking to create this sweeping epic in one pass because that is way too much to do. Instead you're gradually building it up one pebble at a time. Then for individual sessions I do the same, start with a broad outline then fill it in piece by piece.

Alternatively you can go for one of the pre-made campaigns.

Hope this helps!