I basically know nothing about fish keeping. My parents had a freshwater tank when I was a kid... that's all the experience I have, really.

I was thinking I would get one of those all-in-one tanks that have everything you need so I could simplify things. I'm pretty confused about even just setting up the tank with all the right things.

What do I do after that?

I would say find someone online with a tank identical to the tank you plan on buying and try to replicate it as much as you can. Go with an easy stock to start with though - don't replicate someone that's keeping more difficult fish, corals or inverts.