Before you can even start writing, you should know which character your writing about. Yes, a story can have several main characters, but you need to decide that before you start—or more specifically, you should decide which perspective you want to use. If your perspective changes suddenly, your reader will be confused or the writing will feel awkward. Personally, I think perspective is about the hardest, bitchiest thing about writing well. I suck at it. Just ask my beta-readers. However, here's a very basic guide. As usual, first a few terms.

First person — a first person narration is one told by the character himself, from within the character's mind. Obviously, if you use a first person narrator, you can only have one perspective—the narrator's. (Yes, there are fics that change first person narration. This is one of the rules that you can screw with, but only after you know how to follow it. Otherwise, it's not breaking a rule, it's just being stupid.)
You can spot a first-person story by the use of words like, "I," "my," "mine," "ours," etc—when these are used outside of dialogue. For an example, here's the opening paragraph from one of my stories, which is told in the first person. Bolded words are indicators.

My eyes follow him as he blearily sits up and stretches, then shakes blond hair from his face and puts the eye patch in place. He's been out almost all night again, I could tell 'cause he hadn't gotten in yet when I hit the sack, after Race finished winning all of my money. Not that I really wanted to play or anything—I've only got so much to lose, y'know?—but I'll admit, I did want to stay up and see when Blink would get in. I wanted it to be before I went to bed...

Clearly, this is the thought process and description from inside someone's head. (Mush's, in this case.) Thus, it's a first person story.

Third person — a third person narrator is a voice in the ether; it's when the narrative is described from outside of the character's head. It describes everyone as "he," "she," "they," etc. Again, an example of third person, from one of my stories.

Kid Blink rolled over and stared upwards at the wooden frame and sagging mattress that made the top bunk of his bed. He arranged the pillow under his head, trying to get comfortable, but his attempts failed sorely. He let out a deep, frustrated breath. It wasn't a lack of comfort keeping him from sleeping, as Blink usually fell asleep the moment he lay down and didn't wake until someone dragged him out of bed.

Third person narration splits into several subsections:

Omniscient — An omniscient narrator is one that knows everything that's going on in everyone's head, all the time. In other words, a God-like narrator. If your story jumps around from character to character, you probably are using a third-person omniscient narrator.

Limited Omniscient — This is narration that's in the third person, but only knows what's going on in one person's head. It can tell you everything that he thinks and feels, but not anyone else.
(This is my favorite narration to write, though I'm bad at it—I tend to jump around accidentally. But the earlier example about Blink is third person limited omniscient.)

Second Person — This does exist, but unless you're writing an instruction manual or choose-your-own-adventure, you aren't writing in it.

When you start writing, you'll want to choose a perspective and stick with it. Jumps in perspective are confusing, so it's important to find one that fits the tone of your story. And, to help you make up your mind, here are a list of pros and cons to each perspective, from my own experience:

First person pros: you can really get inside a character's head and explain their thought process very thoroughly. You can also play fast and loose with the rules of grammar, because few people think in perfect grammatical style.

First person cons: you can only have one first person narrator, which means that the reader only knows one character that well. Furthermore, unless the narrator knows everything that's going on in the story (which makes for a bad story, generally speaking) the reader's knowledge is limited to what the narrator knows.

Third person omniscient pros: you can pass along information to the reader very easily, because the narrator knows everything.

Third person omniscient cons: this is a confusing POV for readers, because it makes it harder to identify with a character. It also tends to have a weird, outsider feel to it, which can be off-putting.

Third person limited pros: the reader has a character to identify with, but can still learn things that character doesn't know yet. It allows the reader to get to know a single character very well without neglecting other characters, and allows for slight changes in perspective when necessary, without the awkwardness or abruptness of changing perspective in the first person. (As you might be able to surmise, this is my personal favorite POV.)

Third person limited cons: keeping the narrative in one perspective can be damn hard.

Second person pros: it's rare and can have a large impact on the reader when done correctly.

Second person cons: it's very, very hard to use the second person perspective well, and often jarring for the readers.