1. Buy some land. Make sure it meets basic requirements for building, ie not a slab of impenatrable granet, not a seasonally dry lakebed, etc. Make sure it is accessible by delivery trucks/ earth movers so you can get building materials to the site unless you plan to do everything with a shovel. Make sure you check out yearly property tax requirements, water/ grazing/ mining rights, building zones, and other legals. Try to camp on the land a few days and talk to locals before you purchase. Find out who owns the properties next to you.
2. Figure out shelter, heat, electricity (sufficient for building tools), water (drinking, washing, gardening), waste (poop and everyday garbage). A lot of what you can do with these things is regulated by law. So be aware of what things you need to buy permits for and either be ready to pony up or live on the down-low.
Fencing may be important depending on your location - to keep animals and people out of your stuff. You may want to build dry storage first - even before shelter.
If you are on previously uninhabited land, you may want to establish a place to receive mail and deliveries.
3. Start growing food and raising small livestock (chickens, rabbits) ASAP.
4. Be prepared to drive into town and work a straight job for several more years. Even if your needs are minimal and you scavenge for materials, infrastructure will cost coin. Gas money. Food. (A garden that provides even 50% of your food needs may take years to establish.) Phone/ internet service. Batteries. Heating fuel. Canning supplies. Large equiptment rental. Tools. Seeds. Animal feed. Vehicle insurance. Tires. Trailer. Dump fees. Beer. Professional services (architect, inspectors, deliveries, lawyer, surveyor, slab pouring, mechanic, well drilling, doctor, etc, etc.)
5. Be prepared for this to be a long-term endeavor. Just the getting started part. The amount of work involved will kick your ass. And your failures may be acutely felt. If the lifestyle calls to you though, it is rewarding work.
6. Having a written plan of attack can be useful: include building plans, detailed infrastructure schematics, a budget, time-line goals (keep that part flexible!), garden design. You may find a contour map useful. I like to keep a journal of the weather (which becomes more useful each year) to help with gardening and building schedules.
There are tons of books and videos available for research. I recommend permies.com as an online starting point, but you can find local classroom-style courses as well if that's better for you.