Rules in hand, whether you're the Dungeon Master or a Player, there's a few things you'll need to do before you can start playing the game.
For both groups, you'll find Session Zero to be an important tool to hammer out what the game is going to be like and what to expect going forward. Similarly, players can't participate in the game without a character to play, and Dungeon Masters will likely find it much easier to write adventures that players will engage with and enjoy if they're aware of what sorts of characters will be existing in their world.
Take some time to discuss things like the social contract of the game and safety tools, as well as working together to determine what options are available in play, what the campaign is going to be about, specific house rules you might like to use, and ultimately build your characters together.
Your first step in playing an adventurer in the Dungeons & Dragons game is to imagine and create a character of your own. This section will walk a prospective player through the process step by step.