Welcome aboard. To cut to the chase, the path to good sound:
Determine what musical genres (acoustical, small ensemble, synthetic, big/loud, aggressive, etc.) and listening aspects (deep bass, dynamics, lots of detail, pinpoint imaging, tone, warmth, etc.) that you prefer. Note that exaggerations can fatigue and get old quickly. Consider your listening goals (to be romanced, relaxing, supreme accuracy, to be energized, etc.)
Visit audio shops/shows, attend local club meetings, and read professional reviews. Learn the lingo (not easy). Take notes while listening (forces you to critically listen). If possible bring a variety of recordings that represent the genres you like and are familiar with.
Determine the venue (headphones, desktop, small room, shared family room, part of a HT system, etc.) and set a budget. Plan on spending roughly 40% on speakers and consider including subwoofer(s) if the budget allows. If in-room listening try to find a dedicated space that you can set up to be ideal for that purpose and acoustically isolate the room from neighbors/family (also cuts down on background noise). By all means avoid a square, round, or cubic room (horrible echos).
Next decide what media you want to use (vinyl, tape, CD, or computer files) and for files what format (CD - Redbook, hi-resolution PCM, and/or DXD/DSD). Note that most audiophiles use laptop/desktop computers. Apple Mini is still a highly viable solution.
Shop speakers first. Aside from turntables, they are the only transducers (something that changes energy from one form to another, much harder than simply amplifying an electrical signal) so they have much more 'character' than other components and have to work under unknown circumstances (room size/shape, nearby walls/corners). Plus speakers come in a variety of forms (monopole, dipole, bipole, omnipole, array, horn, pipe, transmission line) and a number of different driver technologies (dynamic, compression, ribbon, electrostatic) and can be found varying formats (single driver, 2-way, 3-way, etc.) each with their advantages/disadvantages.
The pre and power amp (or integrated amp) simply serves the overall system and to power the speakers in a synergistic way to and so should be left to last to pick out.
The options for source(s) can be bewildering. Vinyl is the purist/hobbyist approach but finding music can be tough/expensive. Tape and CD are now pretty much obsolete (lots of CD's available for cheap and can be ripped to a computer). Computer sources can be a dedicated or multiple use computer, server (designed for audio only), or streaming (Tidal is a CD quality subscription service). Some servers include storage and Digital Analog Converter (DAC) which all digital sources need. Be warned, all this can get very technical.
Then there are all the wires and accessories. Unless you have money to burn, suggest looking at Blue Jean Cable, Parts Express, or Monoprice for all your wires (many here will disagree on this point, but the hard science supports this advice). If you go vinyl, and have wooden floors look for a 'floating' rack, otherwise buy whatever will hold the gear. And avoid tweaks (have never found one that works as advertised beyond GIK absorption panels).
Have fun and take care.
