If you do want to start a nano then pop over to the nano section and put up a thread more of us then not are more than happy to help a begginer start. But basicaly i see you will be going FOWLR (fish only with live rock) The first thing of course is you will want to prepare the tank so that mean taking everything that was used in freshwater and taking it out. Then thoroughly clean it. Then what you have to do is add your sand (if its live sand then put the water in first and mix it), buy some RO water (reverse osmosis, available at pretty much all fish stores) then put in the correct ammount of salt in the water. Then hook up your powerhead - i suggest somehting like a seio or koralia, but these may be awkward in a hex due to the size of em. Thats pretty much the 'setting up side of things'
What you will need to buy
Test kits - made for saltwater, youll want ph, nitrite, nitrate and ammonia as the basics
Hydrometer or refractometer - refractometer are better, get one of ebay if you dont want to make your wallet a lot thinner
Powerhead - seio, koralia, maxi jet are all good products
Heater
Salt
About 9 kg of live rock, will probably cost you around £100 +
Thermometer
Now fish wise because its 20g you are slightly restricted in fish options and fish like lionfish arnt exactly suitable for a tank of this size, dunno about frogfish never reasearched them.
Basically id say you can have 3 - 4 small fish if your completely dedicated to weekly 2 gallon water changes. Look at gobies, clowns and some small blennies. You really get to broaden your choices if you go up to 30 gallons
hope that was some help