Some times it seem so overwhelming when you look at all the information at once. Here is what i suggest you do to make it not seem so scary.
1. Pick out the equipment you think you want. I suggest just going basic. Get as big a tank as you can handle, make it so you get a sump. Get your pumps and heater. You can also get your lights right now too if you want. Or you can wait and get those later, you dont need lights right away. Get your dry rocks and sand. And get your test kits.
2. Pick a day to put it all together. Then do it ;) Find your favorite local LFS and get a couple pieces of live rock, toss in your piece of shrimp and let the tank cycle.
3. You now have a few week breathing period. Research all the fish you might be possibly interested in. Research them again ;) Then get an idea of what fish will work together, and can live happily in your size tank. Research all the corals you want or might want. Make sure you have enough light for them.
4. Slowly start adding things (cycle is over). One fish every 3 weeks. Peaceful fish first, to more aggressive fish. Add corals if you wish.
It will come together faster than you think, and we will be here to help you every step of the way.