Hi!
Welcome to the Forum, and to a life long hobby. I was an avid collector in the 50s and 60s, then put it aside until just recently. I am amazed at the joy and enthusiasm it has brought to me. OK, my thoughts on your inheritance - most likely a repeat of previous posts.........
As sad as it is, you could have a box of stamps from the 1800s and have a real market (i.e.
ebay) value of enough to buy a modest dinner. While it is possible that you have some with significant value, it is unlikely. So like said previously, take some deep breaths and relax.
I guess the first thing to do is to figure out what you want to do regarding the hobby. Do you want to get involved in it, or do you want to sell the collection and move on. Hopefully, you chose the former.
The next thing I would do is to assure I have the right basic tools.... a pair of stamp tongs (smooth tweezers) are a necessity, as stamps should be handled with them as much as possible. You will soon get pretty adept with them, and it will be second nature.
I would also get a "stamp identifier" book (Linns?) which is fairly inexpensive and will help you to sort out the stamps by country. Also, a supply of glassine envelopes will help you keep them separate and safe.
From there, you will want to pick up a stamp album(s). When you get to that point, you should have a feel for what you want to collect and put into albums. Before you buy anything, I strongly urge you to get on the main section of the forum and ask about it. Trust me, the folks on this forum can give you a first class education and definitely help you to save time, money, and effort.