First time filing taxes

1. What forms do I need in order to complete my taxes? I don't believe we receive a W2 form here so what documents do I need from my current employer in order to get started?

You can find the answer to your first question here: https://www.taxesforexpats.com/expat-tax-advice/tax-documents.html

The IRS does not set forth specific requirements in that regard. Ask your employer for the statement that shows the company name, company address, wages paid; taxes withheld; period covered.
Some UK employers agree to provide a spreadsheet with the monthly breakdown of wages and taxes. This way, a U.S. taxpayer can calculate and send to the IRS his salary and wages for the calendar year. If you can only obtain the annual statement through April, then do some math and be ready to provide statements for two periods.

Have you considered using TurboTax to file?  They ask about foreign income and when you check that you have some to report it takes you through all the appropriate forms.