This is a big question, but welcome! The approach I took was to buy and read Metallic Cartridge Handloading by M.L. McPherson, write down all the steps he describes, and then eliminate the ones I wasn't willing to do lol. That approach isn't for everyone, though.
The best place to start is always to define your objectives. Answer the following questions and we can steer you in a more targeted direction:
1.) What caliber are you reloading?
2.) Why are you reloading? (E.g., reduce ammo cost, improve accuracy, shoot a certain bullet that isn't available in factory ammo, etc.)
3.) How much are you wanting to spend on a reloading setup?
4.) If you're reloading to improve accuracy, what accuracy standard are you looking for (in MOA) at what distance?
5.) Are you focused on hunting or target ammo?
6.) Bolt gun or semi-auto?
7.) Competition (if so, which?), just groups, or some other activity such as hunting?
Those are the questions that come to mind, more will come up as we dig deeper.
