Your first step is to apply to the Government of Canada for immigration in one of several categories, depending on your situation. The Immigration, Refugees, and Citizenship Canada website should be the first place you visit for information.
There is also a specific list of documents you must have before you leave your home country. Settlement.org is an excellent planning and informational resource and provides an explanation of each of these documents. Pre-arrival services are also provided by services such as Settlement Online Pre-Arrival (SOPA), to help those planning to live in Canada to develop job search strategies and gain exposure to Canadian workplace culture.
Questions you need to ask yourself include: Where will I stay? How will I find a job? What should I bring? The Chatham-Kent Checklist page gives you an at-a-glance view of all the topics and questions you need to consider before starting your journey to Canada.