The very first step is to get a reloading manual or 2 ( you'll need either one for shot shell or metalic cartridges depending on what you're reloading) read the section on how to reload several times that will give you the understanding of what you need from there how much you are willing or able to spend will determine manufacturer of your equipment.

Lee, Lyman, and Speer have a very good how to section ( metalic cartridges)
RCBS if you do a search they have a good how to on the home page well worth the trouble

For shot shell Lyman prints a good manual again read the how to section

If you have a buddy that loads his own see if he'll show you the ropes