This first step is an emotional one. It is the step we all have to take when coming to the decision to divorce. The first thing you should ask yourself is do you really want a divorce. Next, you should make sure that you have done all you can to try to solve the problems in your marriage and salvage the relationship with your spouse.
I strongly believe that if you have children you are morally obligated to do all you can to save your marriage. Divorce is not a decision to make lightly, it is not a decision that you make when feeling overly stressed and it is not a decision to make if you are dealing with depression. My heartfelt advise to anyone thinking about divorce is to first seek couples counseling, talk to your clergy, talk to your spouse about the problems as you see them and be willing to work at saving your marriage before walking away from the marriage.
We live in a throw away society. We have become people who quit when the going gets tough. Unless you are suffering abuse or serial infidelity the commitment you made to your spouse and marriage should be the most important thing in your life. It should be the thing you work hardest to maintain.