Firstly, I'm assuming はじぇました was a typo for はじめました. Secondly, you're missing a few particles. If you studied some grammar you should become familiar at an early stage with the object marking particle を and the possessive particle の.
Using these you could say:
nihongo no benkyou wo hajimemashita.
where the whole of にほんごのべんきょう is the object of the verb はじめました i.e. the thing that was started.
When you see の the thing before の normally describes the thing after. So, what kind of study (べんきょう) is it? It's Japanese study, にほんごのべんきょう. Here べんきょう is used as a noun.
The verb はじめる also attaches to the masu-stem of verbs, so you could use "study" as a verb rather than a noun as we did above. The verb is べんきょうする. The masu-stem of する is し. So "started to study" is べんきょうしはじめました。 The object is now simply the thing we are studying, which is Japanese. So we get:
nihongo wo benkyou shi-hajimemashita.