Step one would be finding a good primary Dr or midwife. And making an appointment. They will give you a lot of information in the office.
Start taking prenatal vitamins
Look into hospital or birthing center.
And if you want to you can start getting a few things for baby. Like blankets, crib / pack and play, etc but most don't start getting things until they find out the gender. :)
Don't worry your Dr will let you know every step of the way.
Congratulations it's a very exciting time!
1st call you Ob and make an appointment or if you don't have Ins go to your local Health Dept. They will guide you from there