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Hey, welcome to first timers club!
I'm running it for the first time as well. We just kicked off our game this week.
I had little pre-game setup. So, what I did was pull from the boards, the fair games, the pre-written speeches and ran with it.
I gave a brief overview of Sandpoint and a two sentence backstory of the Late Unpleasantness. Then basically told the group that they were in Sandpoint of their own reasons, but they found themselves on the auspicious of days, the Swallowtail festival.
I started them off with the speeches, RP'ed them and afterwards let them explore the town and play some games.
They had a good time and as prepared as I thought I was, I wasn't.
Such is gaming.
But nothing like our two burly fighters trying to catch pigs and criting on them. One to angry and on his crit, instead of just "catching it", decided to slam it into one of the pen poles. Oy....
We had time, and I moved the story onto the cathedral speech/goblin raid and it just flowed fine.
Don't over think it. Have a basic plan and let the players help you tell the story.
You'll do fine.
There is a on of detail in the modules that is silent. As a GM, you excise what to use d what not to use, what works for your campaign or not, based on your players. If they are lovers of investigation and exploration, you can use all of the information on ancient Thassilon to drive the plot about Karzoug, etc. If they're lovers of setting, you can voice through the villagers the information about the Late Unpleasantness. It's basically there to give you too much material on purpose to customize the experience to your group.
The thing to take away is that you have to read ahead. Burnt Offerings won't really connect to the Campaign-proper unless you work to bridge it over. Don't sweat about Burnt Offerings. The overarching story doesn't really kick in until after.
There's very many styles of GMing. I'll describe my preparation and approach, I'd describe it as cinematic, leaning towards immersion and role play, and rules-light when the rules get in the way of the story.
First, read the whole campaign. It's long, but when you know the whole story each part makes much more sense.
The next thing I did was prepare the main NPCs, and a cast of supporting NPCs, that the players might meet. I noted their personality, motivations, appearance and mannerisms. Much is described in the book, the rest I added. I also fleshed out the descriptions of the places the PCs were most likely to visit. There's a Sandpoint guide in the community resources thread i created with this detail if you'd like to see how i did it, although since you are the GM it's ultimately completely up to you how all these details are in your campaign.
The day before the session I read the parts they are likely to play through again. Visualise the encounters, think of the NPCs and how they might behave and act. Add little details like weather that add flavour.
When it comes to the session its a mix of description, NPC interaction and combat. Some things can be described very briefly, but it's good to go into depth occasionally to create immersion in the setting. For Sandpoint you could describe the mud in the streets, puddles and cart tracks. Some cats chasing rats. Some of the buildings, their architecture, perhaps one building is painted in the style of a Varisian wagon. Another is weathered and shows signs of needing repair.
With the NPCs is great if you can act them 'in character'. Put on a bit of an accent (try to remember which you use for each one), gesture with a particular mannerism, describe some small details. Have one shy, one pushy, one rude, and one diplomatic.
In combat it can add to immersion if rather than just rolling you describe the actions in more detail. The shrill laughter of the goblins, their manic behaviour as they set a cart on fire. How one gurgles blood as an arrow skewers its throat. When the players kill a creature I let them describe that blow and its death in detail.
For some inspiration you can look on youtube for recordings of sessions. I particularly recommend looking at the users woodwwad and Commadore Gothnog for some examples of immersive style GMing and playing. They've uploaded lots of play sessions.
Good luck.
One more thing I would recommend doing is making sure you have gone over the appendix on Sandpoint at the end of the book. If your players are not big on RP, one pass is probably enough to have answers for all their basic shopping needs and know where to look things up if you need more info, and get a bit more detail on the late unpleasantness there so you don't have to wing something and contradict yourself later. If they enjoy RP with the NPCs...read it multiple times until most of the main info is firmly ingrained. It can also be a great place to inspire hooks for any material you want to add in, if that's something you enjoy doing.
Specifically addressing what's GM only info vs. what should be shared with PCs:
Actual read-aloud text is pretty clearly marked (this book even going ahead and sticking a giant quotation mark in front of every block), so that much is a no-brainer.
Past that, every AP tends to take this approach of just getting the GM inside the head of everyone with any kind of agenda. This tends to give you a giant pile of backstories and future plans for NPCs, which primarily just helps you play them properly, but also nicely addresses who knows what, if the PCs happen to think to interrogate people, or if you just feel like having someone go all Bond Villain and taunt them with something.
Generally, it's a bad idea to reveal too much of this stuff, particularly when it's foreshadowing things further along in the AP (the well at the end of chapter 1 for instance you don't want to completely get into), but if you keep it all to yourself, it can be hard as a player to fully follow what's going on at times.
My general approach- Make sure to keep a 2 chapter lead on the players. i.e. Don't start running chapter 1 until you've read through chapters 1 and 2 and have a solid grip on them, make sure to read chapter 3 before the end of 2, etc. That's generally enough to maintain a handle on what's foreshadowing vs. what's just fleshing stuff out. From there, if the PCs think to ask someone about something, let'em know what that person knows. If you're pretty much closing the book on something interesting that doesn't look like it's going to come up again (the backstory of the manor in chapter 2 is a great example, or getting into Ameiko's family history the next time people talk to her after the glassworks), it's nice to throw them a bone and give them a clearer picture on why all this crazy stuff just went down.
Get the Inner Sea World Guide if you can. It's awesome. Otherwise, immerse yourself in the Wiki.
Mind you, running something the size of RotRL as your first go at PF or GMing is, to say the least, a bit ambitious. You'd be better off cutting your teeth on some shorter scenarios like Hollow's Last Hope, which is free (as a PDF). It's actually written for 3.5 but I doubt you'll really notice the differences unless you look closely.