That to me is one of the great things about wikis, you aren't required to come up with a structure right away. I struggle a bit with the same issue but I've decided to not worry about it. It'll reveal itself over time. Mark Bernstein, when writing about Tinderbox, calls it “Emergent Structure” and that seems fitting.
I have been playing with and building this wiki for a couple of days. Already, more structure has emerged. What I haven't figured out, though, is how best to manage 'orphans' – pages that aren't referenced elsewhere. Do I need to worry about them? Do I need a master index? Or do I just rely on search?