Certainly there's a lot of responsibility places in the lap of the GM, and heavy is the head that wears that crown. But what exactly are the responsibilities of the GM anyway? What's the GM's job?
The DMG 3.5, page 5, Says “Dungeon Mastering involves writing, teaching, acting, refereeing, arbitrating, and facilitating.” It goes on to include “writing adventures, Teaching the Game, providing the world, adjudicating, propelling the game ever forward.”
Ok, that's simple enough, right? What the book does not say, nor could it really teach, is exactly how these things are done. Sure, it's one thing to say "Provide the world", but quite another to actually do it.
There are several different common types of GMing styles.
Gentle pusher
The gentle pusher likes to hint at things, beat around the bush. He might casually mention that there's a need for an adventurer in the area, or maybe leave a few clues behind for the players character to pick up on. Sometimes the gentle pusher might create an NPC to help the players with a little crucial information and a rumor of a great reward for services rendered. The NPC might even tie in a little with the player's background, like a long lost uncle.
The gentle pusher has created a situation and left a door cracked open for the players to peek through after catching an alluring glimpse inside. He'll never shove the players through though, and should they either choose to walk by, or perhaps simply miss it, the gentle pusher will try to find another way to lure the players in.
Pros:
The Gentle Pusher has a subtle way of guiding his players down a path toward adventure, mystery or any number of other types of fun. The hints are usually picked up on, usually with a feighed surprise by the veteran players, who may make comments about seeing it coming, but it's a plausible story line, so they go along with it happily.
Cons:
The trouble with Gentle pushing is your players might simply miss a few clues, or worse yet, choose to ignore them. Maybe the adventure doesn't appeal to them, and they'd rather wait for the next offer (and much to a GM's chagrin, there may not be one prepared…oops!)
Spoon feeder
The spoon feeder is usually trying to tell a story they've already written. There's usually a pretty complete story line in place, and the players are playing characters that the spoon feeder already has plans for. He'll usually need the players to cooperate a bit for his storyline to proceed as planned, and will sometimes use NPC force to make sure it happens.
“The characters simply HAVE to be at this place at a certain time, or the great cataclysm won't happen, and it's supposed to. Guard seize them from behind, and haul them off!”
Pros
Assuming the story line itself is solid and enjoyable, this could prove to be a very entertaining campaign, and ensures that the adventure isn't simply passed up or missed by the group.
This style of Game Mastering can be very effective in teaching new players the basics about role playing. Giving them little wiggle room will also leave them very little room for error, and help them stay focused on the task at hand.
Cons
Some people get rather upset about being forced down a specific path. The more experienced players can tend to feel like a bit of a pawn, with little free will. Some players will feel that this is the GM basically playing their characters for them.
Hands off
The Hands off GM will provide all the things the DMG says he should, and leave the rest up to the players. Instead of leading a horse to water and not being able to make it drink, the hands off gm will make sure there's water somewhere, but leave the horse to its own devices. If he wants water, he's going to have to go look for it like everyone else.
The Hands off GM's will create a world, and somewhere out there, there will be adventure, however he doesn't feel like it should be his job to shove a storyline down the player's throat.
Pros
This style of Game Mastering leaves the players with complete control of their futures. They are free to do absolutely anything they want and go wherever they'd like to go. It's a sort of "choose your own adventure" type of book.
Cons
The risk of ending up sitting around the table looking at each other waiting for something to happen is pretty high. If the players are looking for something to be hinted at, or someone to walk in looking mysterious at the bar, they're just out of luck. The hands off GM isn't usually going to make things that easy. Also, a GM has to be prepared for whatever the players do and wherever they go which may lead to an Ad Lib (see below) style of play and mastering.
A relatively new player can already be intimidated by the rules and rolling a character. Being "green", they are left wondering at their own character's potential and limitations. It often falls on the GM to help new players understand their surroundings and get them involved. If left to their own devices, they could very well get the wrong impression of role playing in general. Worse yet, they'll find it boring ("All I did was sit around some smoke filled tavern getting an imaginary buzz and get asked what I was going to do. Where's my video game?") and get turned off to it before they get the chance to experience other types of GMing styles.
Perfectionist
The perfectionist, as a perfectionist in any environment has to have it all. They've got an intricate storyline, plot hooks, intrigue. They've woven tales and intertwined all of the characters' back stories, putting Easter eggs about, here and there for each of the characters to find. Players can't help but get involved.
The perfectionist knows the characters back and forth, and knows the kinds of interests that will lure the character out of hiding and into the forefront of adventure, but also knows the characters' fears, and will weave those in, giving the player a chance to reconsider stepping into the spot light.
All aspects of all encounters have been calculated, weighed and balanced, to ensure that everyone at the table gets the maximum level of enjoyment out of the game.
Pros
The Perfectionist can weave powerful tales that players of all levels of experience can relate to and enjoy. There's excellent story line, mixed with a balanced level of battle, treasure and level advancement. No one aspect of the game is more important than anything other. The perfectionist has all the bases covered. This GM style can be rewarding, memorable, and exhilarating for both the players and the GM.
Cons
As with anything else, perfection is a very taxing goal. The perfectionist can keep things together for only as long as his will allows, and almost inevitably, he will burn out. There are a lot of balls to juggle, and keeping them all in the air is extremely impressive, and extremely difficult. With GM burn out, sessions can continue to grow further and further apart.
The Ad Libber
The Ad Libber likes to live in the moment. He’s got a vague idea of what he wants to do, he’s read up on the characters backgrounds, and he’s borrowing style from here and there. He’s going to throw a couple of hints in at you, and if you miss the plot hooks, he’s going to avoid losing more precious time, and some burly NPC is going to kick the players down the intended path when the situation calls for it. The Ad Libber is tends to stay away from intricate plots of political intrigue.
The Ad Libber prefers not to plan out too much in advance, as things seldom go the way he expects, thus resulting in wasted time. He doesn’t do flow charts, he doesn’t do a lot of brainstorming about what might happen, he prefers to react to the situation, just as the players do.
Pros
The Ad libber is always prepared, and yet, always unprepared. Preferring never to plan too far in advance, the Ad Libber is almost always ready for the next session. He knows there’s going to be a bit of goofing around at the table, and a couple of melees will eat up any extra time at the end of the night if necessary.
Cons
The Ad Libber has to be careful that his lack of planning doesn’t create too many plot holes. It’s easy for an Ad Libber to make up something off the cuff only to have it conflict with something he made up in a session prior. This can sour the player’s taste for the campaign, and sometimes look like the GM doesn’t care enough about his own campaign to spend a little time on the development.
As you can see, there are advantages and disadvantages to each profile and not every GM is only just one of them all of the time. There is usually a healthy mix of each in a single GM depending on what is called for given the situation and the types of players she has. On occasion, a GM HAS to be all of these in a single game session! The trick on each of these personalities is knowing which is called for when and having players that cooperate with the intent.
So, which one are you most like…and perhaps which are you striving to be?
for yourself, but do your best to borrow someone's 
and get familiar with it. See if you can get that and a character sheet, and have one of the folks from your group sit with you during character creation. 