Welcome.
Audio is a journey as much as a destination.
First consideration is a practical one. Do you have a decent room for audio? Not tiny, shaped like a cube, somewhere that you can develop an good layout (symmetrical with speakers/listening position away from walls), and while listening dedicated to audio? If not, you should think hard about going with a minimal in-room system and concentrate on headphones for serious listening.
At this point you probably know what musical genres you prefer, so grab a good cross-section of favorites and go shopping. Look for audio-only shops, don't waste time in big box stores, and try to avoid A/V-audio places. Take notes (will force you to really listen and help you remember afterwards). Limit how many different setups you listen to per day to no more than six but take your time. Try to audition systems near your budget. Look for a local audio club to join. Attending an audio show can be a hoot, but overwhelming with $$$$$ systems.
Next is budget. In my 40+ years at this, there has never been a better time to be a frugal audiophile thanks to digital advances and internet direct marketing. Check out some superb systems on the Cheap & Cheerful circle. Again, it's a journey as you learn what audio attributes you most cherish and what gear can get you there. Focus on quality, not size, not a multitude of drivers, impressive specifications, or tons of features you probably won't use. Keep in mind that additional sources and subwoofers can be added later.
