The first steps in Thaumcraft are to acquire an Iron Capped Wooden Wand, and right click a Bookshelf with it.
This will give you the Thaumonomicon, which will guide to through the mod.

Using the Thaumonomicon as a guide, you need to make an Infusion setup. A few hints:
 -You will need to research Nitor and Alumentum, which will unlock Essentia Distillation. This in turn unlocks the Infusion research.
 -The Runic Matrix requires more Vis than fits in your wand, so you need to find a way around this.
 -Make sure that you are not neglecting your ChromatiCraft progress, as you will need it.

You will need to have progressed through Aura Cascade and Botania enough to unlock the Vortex Pedestal crafting recipe. To make this easier, consider going to the Twilight Forest to increase the Mana Pylon recipe yield. 
You will also need to have a functioning Blood Altar in order to get a Botania Runic Altar, which is needed for a Rune of Mana. 

Once you have made an Infusion Crafting setup, you are well on your way to crafting newer, more powerful items.

A few good goals to try and reach before you start the endgame:
 -Get a Primordial Pearl. For this you must get a lot of warp to unlock the Eldritch Tab.
 -Unlock the Ichor research. To check your progress on this, use /iskamiunlocked
 -Set up energized nodes for all aspects.