Your first step in the homebuying process should be to get pre-approved with a lender. This is a crucial step in that it's next to impossible to get an offer accepted by a seller without one. For your sake, you want to know all the cost associated with buying (down payment, closing cost, monthly principal and interest, tax payments, etc.) A good lender will help you understand what your budget should be.
That said, if you've already located a property you are interested in, you should locate an agent to make sure you have someone who can help you analyze the market data and craft an offer that best protects your interest. Ask family and friends for referrals, or check in with many of the knowledgeable agents here on Trulia. It's usually the case that if you find something you like at a good price, another buyer will also be thinking the same thing, so being ready to make a move quickly is very important.
A good agent can give you a good lender referral so you can get up to speed quickly.
Best of Luck