Ready to begin? Good! Now then, there's one thing to keep in mind when melding: materia slots.
Arms and armor each have a certain number of these slots, and this determines how many pieces of materia they can host. Normally, an item cannot host more pieces of materia than it has slots. However, as with most other things in life, there are certain...exceptions.
But this sort of knowledge is for later down the road. After you've become more experienced, you may want to broach the subject matter with Master Mutamix.
Now, off you go, and happy melding!