Zanash's idea about the hoover is pretty good for a start.

A dust mask is an absolute must, along with ear protection, eye protection etc. It is a pretty dangerous environment if you don't set up adequately.

Disposable dust masks tend to be a bit rubbish, I use one of these

You look and sound a bit like Darth Vader but it works very well and the replacement filters are nice and cheap. I really can't stress how good this is just buy one (Trend? and chance of some commission?)

In my workshop I have 2 industrial dust extractors, one that's wheeled about between equipment and the other is sat between the big saw bench and Planer. Over the lathes I have overhead dust extactors rather like the oven hoods in kitchens which work well. On top of that I have two of these

Which again are invaluable which run whenever i'm in the workshop.

Lots of woods can give you nasty surprises be really careful of the exotics, any wood dust tends to get into your lungs, it's certainly worth spending a bit on making the workshop a bit cleaner and clearer rather than going down with something nasty in a few years.

It's impossible to get dust free, routers are about the worst culprits, even with good extraction they are dusty as hell.

HTH David.