The best first step tutorials can be found in the Help > SolidWorks Tutorials.
Working through those will give you a good base in SW usage.
Posting an image or the actual file here will help to show what you are actually trying to do.
When you create or edit a sketch, you should notice a blue 2D origin marker. This acts like a point that you can start from (0,0). If your sketch is just a simple circle without a lot of other geometry, you should be able to just drag the center point onto the origin. If you have a lot of other geometry that gets messed up if you try and drag it, then use the "move" command (under Tools, Sketch Tools).
As for tutorials, like Kelvin said the included solidworks tutorials are a great place to start. A couple of quick tips for sketching:
1. Fully define your sketch...this means there are enough relations and dimensions that all sketch entities (lines, arcs, point, etc.) are black and not blue. Items that are blue can be moved around or change in size still.
2. Make use of relations and construction geometry as much as possible instead of just dimensioning everything, this will pay off when you need to edit things later. I tend to keep the origin in the center of the sketch, even for rectangular shapes, as later on if you need to mirror features then the right/top/front plane is right there handy.
In addition to Tom's very helpful suggestions, I always start my sketches with a vertical and horizontal construction line at the origin. Whenever possible, I keep all of my dimensions tied to those lines. That way it is very easy to move the whole sketch by just deleting one coincident relation.