This question seems like it would be simple but it’s actually pretty ambiguous, as the answers you have gotten show. It could mean “how does one start an embroidery project” or “how does one learn to embroider” or even just “how do I make my starting stitches look neater”. I would say, though, that in all of these cases, the best way to start is to gather the correct and adequate tools.
If you’re talking about hand embroidery, make sure you have the appropriate needles, good quality thread, A HOOP!!, and a design you love. A lot of people hate the hoop, want to skip that step, say they don’t need it, whatever. But I have never seen an embroidery project done without a hoop that looks as good as one done with the hoop. The hoop helps keep the tension even and the work flat. Oh, and get yourself a decent pair of small embroidery scissors. If this is your first project, try a kit. You can find instructions for just about any stitch online these days. Keep in mind that embroidery is simply creating art on a piece of fabric with a needle and thread. There isn’t a right and wrong way. Pick the stitches you like and set to work.
If you’re talking about starting a machine embroidery project, the same applies. Make sure you’ve got a machine that will do what you want it to do. If you’re considering free-motion machine embroidery, then you don’t even need a traditional embroidery machine. All you need is a regular sewing machine. Make sure you have the proper tools, fabric, stabilizer, thread, and, yes, A HOOP. Read your sewing machine manual and look for help, tips, demonstrations online.
Again, this question really is very ambiguous so I doubt that even this answer is going to be of much help. If you need any more help, please don’t hesitate to edit your question or contact me directly. I would be happy to give you whatever assistance I can