Hi Colin, welcome aboard here.
Well, start with a BANG eh? That must be the Billings wood model. I would really like to see what that is like.
I don't know the level of understanding you have of full rigged ships. I confess my knowledge drops off pretty quickly as they get bigger.
Absolutely essential is a good rigging plan, to start. I don't know what level your kit came with.
A good source is the Victory volume in Anatomy of the Ship, by John McKay. For general guidance, there are a lot of books but a good start is the Neophyte Shipmodeller's Jackstay, which is easy to find. Model Shipways sells it.
Assuming you've completed the rope installations on the hull, like the anchor cables and the gun tackle, the next logical step is the standing rigging. That needs three sizes of black line, as it was tarred. Stays and shrouds. This work doesn't involve blocks, but there's a lot of seizing and wrapping. Part of that, and it's a big job here, is tying the "ratlines" which are the footropes across the shrouds.
The following stage is the running rigging. For this you'll need three sizes of tan or natural line, and a LOT of blocks in various sizes and design. Hopefully your kit came with decent ones.
Line and blocks can be had online from Model Expo and Syrene, among others.
But, before any of that, take a look at this website and consider joining it.
http://www.pete-coleman.com/forum/
I'm in there somewhere. You'll find a lot of good stuff.