Start with a wash, cause clean hair dreads betta!
Ok Its dreadlocks time!... First thing you should do is wash your hair with your residue free soap. Before you get it wet though you might wanna take a before picture. It's ok to look like a goob in your before picture, it will make your after picture that much better when they're side by side =] You might want to wash it twice, back to back, to make sure you get it super clean. This will make backcombing even easier later on.
As I'm sure you read in the What You Need section, the right shampoo is really important when it comes to dreads. It's more important with dreads than undreaded hair because of residues and how they can effect dreads and dreading. Residues condition your hair and impede it's ability to knot and tangle. In the land of dreadlocks this is highly frowned on - a rough equivalent might be defiling your neighbors mailbox. *gasp* Gruesome ... So you don't want your hair conditioned, you want your hair to knot so your dreads can form and lock up fast! These residues build up and eventually prevent the center of your dreads from drying. This can then lead to dread rot, which is mildew growing and dying in your dreads. We're not here to grow mildew folks, this is your hair, not a science experiment! Keep it residue free, dry your dreadies properly, and with any luck there will never be a fungus among us. I'll give you loads of tips for making sure your dreads dry quickly, even after they are tight and mature.
At this stage though there's no need to dry your hair completely. The next step is sectioning and having your hair damp will make it easier to work with.