Where and how does it all start?

You will have access to a "website" (access from Student Home) for each of your modules. The website will have a "study plan" - it'll say something like "Week 1 (starting Oct 1) - read introduction of (book), complete activities 1.1 and 1.2". Obviously that's just an example, but basically, it'll tell you what to cover in your books and/or CDs and DVDs, and any activities to complete.
Your books should have arrived already - if they haven't a week or two before your course starts, speak to Student Services about it. You'll have access to your Module Websites before your course starts - all of mine open on Sept 7th. You can find out when they open from Student Home when you sign into the OU website.

Basically, you'll have everything you need to just start studying on October 1st.

Thank you! That is really helpful, I feel calmer now.
My module website opens on Sept 8th and I believe that whatever books I need are being sent out to me on the 24th of this month, I definitely read that on my studenthome page.

Thanks again, feel better knowing what to expect x

Just to add to this, because you have access to the site and the materials prior to October, you can actually get started before then if you want to. It's definitely a good idea to familiarise yourself with where everything on the course site is, of nothing else.