when shooting panoramas or image composites the basic idea is every shot will eventually turn into 1 shot. Any variances in settings between images will show up in final stitched image as light or dark areas.
Every image as to be shot with the exact same exposure and setting as the one before it. Settings would include shutter, aperture (preferred F8+), focus, ISO, and white balance. And image stabilization should be turned off lenses that offer the feature. Most DSLR's offer manual mode - however even if in manual mode sometimes the white balance will stay in auto-mode. You should be able to switch the white balance option to manual in the menu system.
Hope you might share some of your first panoramas in our gallery - we're happy to suggest tips to improve your images.