Disclaimer: This isn't a perfect guide, and there is a lot of room for mistakes, and individual input! For the most part, I think this is what would have helped me first, in this order! This is also geared a little more towards sweet lolitas, since this is my main style~
Table of Contents:
1. Always Check Your Measurements.
2. Do you know what Brands/Styles you like?
3. Buy Your Basics First.
4. Buying a Dress.
5. Other Information
1. Always check Your measurements.
You need to know your bust, waist, hips, and even shoulder width sometimes!
If your bust is a little bit larger, look for piece with more shirring!
Now that you know that, you can start looking at the basic anatomy of a lolita outfit! http://lolitafashion.org/anatomy.php
(Although this is more for the sweet lolitas, since classic, and gothic generally have more of an A-line shape, rather than a cupcake/poofy shape! Thanks to Chelsea for recommending this link as well.)
2. Do you know what brands/styles you like?
It is better to start off with only one style, since it is cheaper, and you can create a more cohesive look!
The "cupcake" petticoat is the most popular shape for sweet, the petticoat shown is also known as "Maclo Modes 582."
I don't recommend buying actual stuff off her site because you can dig around to find them cheaper.
But if you're not gonna plan to really invest in lolita for too long, 3 of the $12 petticoats will suffice. xD;
For Gothic and Classic lolitas: You're going to be looking more for an A-Line petticoat! Although some sweeter sides of classic may look better with a slightly more poofy and cupcake shaped petticoat! Always check the shape of your dress!
Also, since your petticoat is poofy, it's always best to have bloomers so that your panties don't show when you bend over. @_@ You can find them for really cheap on the EGL Comm Sales, and there are also people who can custom make it!
(I'm a sucker for blouses with bows that you can tie!)
Blouses are expensive... they usually are about $185 new, and still a good $80 - $100 or so used. >__<; (But you can find some of the cheaper lucky pack ones for about $50!)
For blouses, buy from bodyline if you don't want to drop the money!
Stick to a simple one! I say get a white one, or black because they match with about everything!
Go for more plain ones if you are going to buy them from Bodyline!
You can always get a blouse with detachable sleeves, that way you have a long sleeve blouse, and a short sleeve! It's really versatile and worth it!
Also, sometimes you can find really cute ones at F21 too~
Although if you buy an OP, one piece (sleeved dress), rather than a jumper skirt, you can skip the blouse!
(Tsubasa in Lolita!)
4. Buying a Dress:
Let's face it, the dresses can be expensive! They are from $250 (for a skirt), up to $500 (depending on the brand) for a new dress!.
However, a lot of the dresses are about $300...
Honestly, second hand shopping is your best friend!
There are other cheaper alternatives or places to shop: Anna House (I really recommend them!) Amber Topaz (Second hand shop) BodyLine (Great for wardrobe fillers and basics) EGL Comm Sales (Great for finding rare prints, and older items!)
But you need a shopping service to purchase the pieces for you, I recommend Japonica Market (I linked their services page, so it has all the instructions you need to get started!)
The socks that are the main aesthetics for the styles around the board are OTK (over the knee), now that does not mean a coordination with knee socks can't be killer...
I feel like the reason why most lolitas like it, is because for taller girls, it gives the dresses the illusion of more length, and covers up their thighs!
If you find you are taller, or want to cover up more, tights are perfectly fine too! Brands sometimes release tights but it is much more rare!
Shoes: Depending on your style and planned wardrobe, pick out a pair that would match with most things! For me, my first pair was pink... I had 5 jsks that were pink at the beginning, and one brown/pink... XD;
You can get REALLY cheap ones that are great quality (for the price) from BodyLine! When they have sales, shoes are from $12 - $19! :D So wait for one of those big 50% off sales!
From TaoBao shops, they also make a lot of replicas, so you can find the same, or similar styles for less. These generally also need shopping services as well, but you can check the EGL Comm Sales for sellers!