I never voted before how does this work?

The short answer: 

If you would like to vote in an election you must be registered to vote. You can start the process here: https://www.voteamerica.com/register-to-vote/

The long answer:

Each jurisdiction has rules regarding who can register to vote. They are listed by state here: https://www.voteamerica.com/voter-registration-rules/

There are also deadlines for voter registration: election deadlines

Forty of the fifty states and Washington D.C. have online voter registration systems. Arkansas, Maine, Mississippi, Montana, New Hampshire, South Dakota, and Wyoming do not currently allow online voter registration. Oklahoma and Texas will only allow you to update your voter information online if you have relocated within the state. North Dakota is the only state that does not require voter registration. Some states offer same day or election day registration.

In order to use a state's online registration system, you usually need to have identification issued by that state.  Exceptions include California, Colorado, the District of Columbia, Minnesota, Missouri, and New Jersey. 

If you do not have a state issued identification card, you will most likely have to complete your voter registration in person or by mail. You can reach out to your local election official if you are unable to print the application form. First time voters without state identification will have to submit suitable proof of address with their registration form or when they submit a ballot.

Once your voter registration is approved, most jurisdictions will issue a voter registration card or letter acknowledging your registration. You are then eligible to vote in upcoming elections in your area.

Some states conduct all elections by mail and automatically send a ballot to voters ahead of an election. In other states, voting at a polling location is the default, and you will have to submit a request for a mail-in or absentee ballot to your local election official. 

There are additional options such as early voting available in certain areas, and accommodations for voters in the military and voters residing outside of the country. 

If you receive a ballot in the mail, you will want to make sure it is completed properly and submitted before the deadline. Just like most other rules, the deadline varies by state: vote by mail deadlines

Once you vote and submit your ballot you can track your ballot.

If you plan to vote on election day, find your polling place and check voter id requirements.

And that's it. Real simple, right? Happy voting!