Preparing for the collapse of the modern world is a daunting task. Deep larders, a well stocked armory, a full compliment of medical supplies, water storage and sanitation supplies, emergency heating, bug out bags, a fully outfitted bug out vehicle, and a self sufficient and defensible retreat are a few of the many, many things that a prepper needs to acquire. You also need to acquire a veritable life time worth of skills to make best use of those supplies or improvise when things fail or are not available. There is a lot of stuff to buy and even more things to learn.
If you're new to prepping and feeling overwhelmed, don't worry. It's natural. There is a LOT to do--in fact, a lifetime's worth. You will never be "done" with your preparations--you'll be adjusting, restocking and revising as your life, circumstances and technology change. Survival and preparation are a way of living. So, go easy on yourself.
Start Small
Unless you have sizable excess money to dedicate to preps, you'll have to approach preps in bits and pieces. Everyone's circumstances are different, so there's not really a one-size-fits-all approach. List out possible "disaster" situations that could strike your life--job loss, car break down, natural disasters, alien invasion, War of the Machines, EMP attack--whatever you think could happen to you. Then, start listing out the things that you would need to make it through that situation.

Most of all, start to develop a frugal mindset. Preparing is about saving what you have today to get you through tough times tomorrow. It's about being smart with your limited discretionary income. You could buy designer clothes, eat at fancy restaurants and drive a luxury car. Or you can buy preps. Very few can do both. The mindset is the most important part and will keep you on track and motivated.
Keep Reading

There are also a number of fairly active web forums out there--most of the major gun websites will have a "Survival" forum (AR15.com and GlockTalk are two good examples). ZombieHunters.org is an entire community dedicated to surviving the zombocolypse--the have some excellent resources and a fairly friendly and outgoing community.
There are also a number of survival-related books to add to your bookshelf. SurvivalBlog author J.W. Rawles has authored a comprehensive guide on the subject, fittingly called How to Survive the End of the World as We Know It
Focus your reading on acquiring new skills and learning new things. It's far too easy to get sucked into searching for the "best" supplies, but it's the skills and knowledge that matter most!
Keep at it!
It's a slow and steady process, but keep at it. Keep stocking up; cover off on your basics first and then expand your capabilities from there. The "slowness" can be frustrating--especially with the world always seemingly on the brink of TEOTWAWKI. Go easy on yourself--any amount of preparations that you can make are better than none at all!