>>440851301. Pick a starting Pokemon or core
2. Go to this link:
https://www.smogon.com/forums/threads/ss-ou-preliminary-set-compendium.3666348/ And begin adding Pokemon to your team that can reliably check and beat each of the Pokemon here. You'll need have a rough idea of what each Pokemon can do or what roles it commonly falls under. For instance, Alakazam pretty easily beats Pex, or Rotom-H can serve as a decent check to Magearna.
3. Once your team is completed, go out onto the ladder and tweak as necessary.
The best starting out team is probably balance, as it'll familiarize you to how essential roles are and what certain damage ranges look like on popular Pokemon.
I'd go with something like Band Urshifu-Single Strike/HDB Cinderace as a starting core, throwing on a sufficiently bulky partner that prevents Urshifu from getting revenge killed (maybe Toxapex, since it enjoys Urshifu no selling Psychic moves, and covers Urshifu's Fighting and Fairy weakness and can freely pivot out with Regenerator), and going from there.