Ok, first of all decide the size of the tank you want (look at the pinned articles). Second decide what you want in this tank- fish only, fish only with live rock, full reef, and be realistic in deciding how much you are prepared to spend to achieve this. Then I would read as much as you can about filtration options, the current consensus is that a powerful protein skimmer and live rock is the best idea. Finnally start researching the equipment you will eventually use, and only then once you have a full plan of what you will be doing with the tank consider starting to buy things.
Ed