It's hard to go somewhere when you don't know where your going. Establish simple, measurable, actionable, realistic, and time-bound goals to get started.
You have to know how much you can afford to invest before you start investing. Don't go into debt to make an investment.
If you have a job, look into employer-sponsored investment plans like a 401k, 403b, and health savings account first. When it's employer-matched, that's free money.
You have lots of choices here. I personally love TD Ameritrade, Charles Schwab, and Acorns (for round-ups). Be sure to choose Roth IRA if you're eligible.
Set-up automatic payments to your newly opened brokerage account. Be sure to refer to your budget regularly to stay on track.