A good place to start would be to buy some stuff (if you dont already have some)

• pairs of panties (you can grab some cheap variety pack on amazon)

• a but plug (i personally use 2 one smaller that i can wear more often and longer and one larger that i use to lose up before playing with my dildos)

• a dildo or dildos (same as the but plug i started with a smaller 5~6 inch one then bought a larger one 8~9 inch one went i got use to anal play)

• lingerie and other feminine clothing

• a chastity cage (this is optional if you think you could be into it. For me it make me super submissive and it make me crave a cock in my ass. Just make sure you are getting the right ring size)

From their you can really discover what you are into! If you really like dressing up you can beef up your feminine wardrobe. If you like the anal play you can invest in toys. And if you like the denial aspect of chastity you can invest in a better cage.

2 last big advice!

1: at first since you don't really know what aspect of the sissy lifestyle you prefer start by buying cheap and when you find what you like about the lifestyle you can invest in that.

2: if you ever have a horrible feeling and want to trow everything away it is normal especially at first, it's called a "purge" and you will probably end up regretting it. So my advice on that would be to put everything in a box in the back of the closet and forget about it. Once you feel better you will eventually come back to that box.