To get started you need to setup a Cardano wallet (like Flint Wallet or Nami), an Ethereum compatible wallet (like Metamask) and obtain milkADA. You can follow the steps described by the Milkomeda team to get started.
Visit milkomeda.muesliswap.com (or for testnet testnet.space.muesliswap.com) and click on the connect button on the top right. Select one of the wallets you have set up (i.e. Metamask) and confirm the connection.