Welcome!
Best to start with formulating goals. What musical genres interest you? Headphone or in-room listening? Budget? What is your designated room like if doing in-room listening? Ideally it'll not be small or squarish, be well insulated, and dedicated to listening to allow for use whenever you like and maintain a proper setup. Finally select what format(s) you'd like (vinyl, tape, CD, ripping, and/or streaming).
After settling on the room the next step is to shop for speakers. Floor standing or monitor? What type? Monopole (traditional drivers in the front), dipole (sound emanating front and back out of phase), open baffle (a type of dipole using dynamic drivers), bipole (sound emanating front and back in phase), omni-pole (sound emanating in all directions), vertical array (very tall stack of the same drivers), and even active speakers (that use one channel of amplification per driver). As there is no perfect loudspeaker each has advantages/disadvantages. And speaker selection is a very individual decision. But the speaker should fit your chosen genres and room.
Then shop for the amp that best suits the speaker you've picked (unless of course you pick active speakers). Finally time to invest in your chosen format. Note that streaming has the lowest cost for media ($20/month or less for access to millions of CD quality albums) and hardware as volume controls can be found built into the streamer.
