Best is to start with at least live rock and bagged sand, or live sand if you can get it. Live rock doesn't look different from dead rock except that it has bacteria all over it and it comes from tanks in, say, your local reef shop, or shipped to you via the internet. It should arrive wet and stay wet. Get it into your tank, arrange it, and wait, while tossing in a pinch of fishfood a day to keep it going and give the bacteria encouragement to multiply.
Your sand should be 4 inches thick. Your water should be ro/di with 1/2 cup of salt water per gallon. This creates a salinity of 1.024, which is a good starting level.
You will at that point sit still for a couple of weeks while your tank cycles. There's plenty of reading material in the forum library (splash page) or in the posts that will save you mega-bucks if you take careful notes.