Step 1: You want to do what??
But if you're new to it, i suggest you consult many other resources on the subject as I won't provide a comprehensive guide in this one instructable.
As with everything in the outdoors, you need a good dose of common sense. Make sure you research this topic more on the internet, maybe get some friends who know what they're doing, and really get a good idea of what is involved. Start small and work your way up to longer trips.
As always, I'm not responsible for whatever you do with this information, or how you interpret it.
I'm going to concentrate on six main areas to help you have a fun (and safe) trip.
1-How to get there.
2-Choosing a site
3-Shelter (Spending the night)