I'd start with dressage as it has a lot of flatwork and that is essential for jumping. I haven't jumped in a while but I'd start with poles on the ground then gradually start raising them. As for the cross country, go for hacks and trail rides so the horse can get used to that kind of surrounding, then add obstacles. If you are starting to ride now take everything slowly and don't be afraid to ask for help.
I've been horse riding for 6 years on and of and my dream is to be an eventer, my advice is to practice, practice and practice and always ask questions about anything your unsure of I can't stress enough how much practice you need to do :)