1) Sort out your administrative access to the router - passwords, telnet access etc
2) Set up all your interfaces and make sure they all physically come up and work
3) Set up your routing
4) Set up any other stuff
This isn't hard and fast but it's one of a number of good approaches
Yes, please let us know the device model, hardware spec i.e. RAM and the interface (Ethernet/Serial). And also let us know how you want to connect it i.e. as a stand alone router or connecting with other routers. Once you determine the overall layout, the commands will be easier.
I would suggest look into a router book/Cisco manual to get the idea of what basic commands you need to run i.e. set the cisco device hostname, ip address and etc