Being DM is a big responsibility, and being able to do it well is a real talent, but it’s one of those things that you can absolutely improve on with practice.
Players have to take some responsibility too, by getting a grip on the core rules and mechanics, dedicating time to fleshing out their characters, and committing to the role itself. They can’t rely on the DM for absolutely everything.
There are some one-shot campaigns out there which I hear are designed for beginners which would be a good place to start. In fact I’m pretty sure if you make a DnD Beyond account, you get the basic rules and a beginner campaign for free, so that would be a good resource for you.
Also, if you haven’t seen it, go check out Critical Role, starting with campaign 1. Matt Mercer is an outstanding DM and will give you a great demonstration of how to run a campaign.