Hello and Welcome, @that_rabbit
Both previous comments were pretty good, so give them a good read, and I will try to build on top on what was said.
First, about being a GM, try not to stress yourself too much about it. Remember that RPG is a group activity, so not everything falls onto you. Create an open channel where you and your players can provide feedback to each other freely. Each group is different, so every “GMing” should be different. Worry not about following the written rules too strictly or loosely, do what is fun for the whole group.
That being out of the way, let’s talk about Forged in the Dark (FitD, the Blades system) and Powered By The Apocalypse (PbtA, FitD is heavily based on some PbtA concepts) games in general.
If you ever played a more “traditional”, “on rails” RPG, where the GM has control over most of the story, your biggest shock is how “carefree” PbtA is on the story structure. As @OpenAbyss mentioned, you “play to find out” as the player’s action and input have a heavier impact on the narrative than first meets the eye. I don’t know if you ever played a “cooperative story” game, like a group writes a story together, one person writing a line followed by the next, but PbtA has this general feeling. As a GM, you control the NPCs, not the story. You shouldn’t decide on what happens in the main storyline and what doesn’t.
This might feel a little overwhelming at first. There’s comfort and safety in having a structured plan, such as the map of a D&D Dungeon where you have all the layout written down. In PbtA, you are exchanging this for the excitement of exploring the unknown. What will the players do when confronted? Will the lurk escape from the prison? Will their deal with the enemy gang work out, or will it end in a bloodrain? “Play to find out”.
The last questions might have sounded as a tv show, the famous “find out in the next episode” trope. That’s because FitD (and PbtA) focus to emulate a “television narrative”, focusing in important events and skipping over less relevant ones with the “jump straight into action” ideology. I’ve read lots and lots of posts about people that dislike the system because of this and few other reasons. If you play a few sessions and have the same feeling… that’s completely fine. Different groups have different preferences, this system might not appeal for you but another one might! So don’t get down because of this.
About GMing Blades in particular, I would say the most important part of the whole book is the “Running the Game”, specially the “GM Actions” and “GM Best Practices”. It’s a simple and straightforward, but at the same time it’s so dense because all the game mechanics run around these concepts. I always give them one quick read before a session to keep the right mindset. Knowing Doskvol and the Rules is important, but its extra important to know how to apply them.
When running a session, I don’t like to have anything planned. When you have a plan, you try to enforce your players into it, which goes against the “play to find out” ideology. However, having no plan doesn’t mean having no preparation. For me, I like having a Pin Interest gallery with images of of the city of Doskvol, it’s sewers, docks, ghosts and similar, so I have a strong mental image of the scenery, as well as music. For other stuff, I recommend reading this post: https://community.bladesinthedark.com/t/gm-preparation-before-a-session/423/9.
Of course, going full improvisation is scary, so go with small steps as @Hosidax_Hosidax said. My first session was actually somewhat planned. I started with the War in Crow’s Foot and it was basically “Bazso Baz hired you to steal some stuff from the Red Sashes and it’s a good opportunity to start, even if you don’t like working from him.” I had the warehouse planned like a dungeon, where the guards where, if there were any traps, other obstacles as locks and so on. And it worked out pretty neatly, since it gave my players a “breather” to focus on learning the basic mechanics of the system.
One thing that I want to emphasize, is that while the story is “”“player driven”"", that doesn’t mean you do nothing. It’s nice that the players can do whatever they want, but it gets boring after a while IF they don’t have any challenges on the way. Here comes what @OpenAbyss was talking about knowing their enemies and allies, and the between sessions. When roleplaying as a rival gang, roleplay as their enemy. They took your turf? Attack them! They have a new drug which is getting really successful? I bet you would love to have their profits. But don’t exaggerate! While challenge is interesting, it must make sense within the story. If a NPC just betray the Players without reason, it will feel forced and ruin the mood.
I’ve been talking quite a lot with @Stollentroll17, that also started to GM recently, so I will ping them in hopes they can to add something about their own experience. It might be worthwhile to check the post we’ve been discussing, https://community.bladesinthedark.com/t/compel-action-roll-required/2620, since I write a lot of about asking questions to the players in order to build your story.
Another thing I would recommend is watching / listening a few sessions of John Harper GMing. You can find a podcast here: https://community.bladesinthedark.com/t/the-bloodletters-podcast/882, but here are also videos on youtube. Keep in mind that he uses older versions of the rulebooks.
As a final note, reading the DW Guide (https://drive.google.com/file/d/0B8_Fz4m5hcoiTXpTbklDOF9iUHc/view?resourcekey=0-xI_68aH1lllySOdEovKvPQ) is a nice touch, personally speaking. While it’s about Dungeon World, a PbtA system “based” on D&D, it gives a lot of tips and explanations on PtbA GMing in general.
I hope this helps and you have fun with your group!