What's the most important step? There's a plethora of information out there
Do a program. The easiest one to access for someone who would like a step-by-step guide, is our Structured Educational Program on the main TMS wiki.org site. It's free, and there's no registration or sign up needed.
When you get to the writing exercises it's important to do them with self-honesty and vulnerability. I can't remember if it's clearly stated up front, but the recommendation of the experts is that when you're writing or journaling for emotional expression, plan on throwing away what you write after you're done with it. This gives you the freedom to be honest because nobody's ever going to see it including yourself.
The only downside to the SEP is that it hasn't been updated in a while. Another volunteer and I are actually just starting the lengthy process of going through it and fixing outdated dead links. If you come across any of those, don't let it stop you or upset you, just keep going. There are so many resources out there, you'll come across them in time. You can also report a dead link in the feedback section and I'll see if I can suggest something else.
Feel free to visit my profile page, where I've listed many of my favorite resources after my story. I've got forum postings, books, articles, web links, podcasts, and at least one audio program that might be available at your public library (many of the books are as well, and most books are available in written, electronic, or audio versions).