How do I start a new routine?

Hello! I have sensitive skin and didn't use any products on my face for a long while. Someone recommended me a rather complicated sounding routine with toner, double cleansing, serum, moisturizer etc. I'm willing to buy the products, especially because they're on sale right now. But how do I start a routine?

On the internet I was reading to start a routine by introducing a new product every 2/3 weeks. But with which step/product should I start?