Looks like my marriage is on the rocks - my wife wants a divorce - I have no idea where to start or what to do first!
Oh no! So you want to have a dissolution of marriage and cancel your legal responsibilities? Do you have a lawyer? 
No, I don't have a lawyer - I guess I should get one?  I wonder how long it takes to get the divorce?  I don't want this to drag on!
The laws surrounding divorce vary considerably around the world. I'm not going to ask where you're living but most divorces require going to court! 
Oh great, exactly what I didn't want to do!  Well, at least we don't have any children, so that's one less worry!
Yeah that's good! You dodged a bullet on that one. You can also just get an annulment which declares the marriage null and void. I think that might be easier.