1. Start by using a metal file to ensure a straight, flat and 90° edge.
This is critical. I use a 2x2 block of wood with a bandsaw kerf partway as a holder and to keep it square during filing and honing. Like the one poster said, this part is 90% of the set up. The burnisher takes like 30 seconds.
2. Hone the edge all the way to a polish is also necessary. I recommend diamond plates for this but water stones can be used just be careful to skew the blade so not to cut a groove. I start with about 800 grit, then 1200 and go to 8000. Be sure to polish the sides near the edge as well as the edge.
3. Lay the scraper down flat and burnish a few times on each side - no angle or bevel to draw some metal to the edge. 3-5 strokes about has hard as you would squeeze a sandwich. Some people skip this step but I think it helps me to do it.
4. Put the scraper in a vise (you can use the holder block) and starting at 90° with light strokes, gradually tilt the burnisher to about 5°. If you make too steep an angle on the hook (the most common rookie mistake) then you have to tip the scraper too much plus the edge won't last as long. Again 3-5 strokes on each side don't push down hard.
5. You can usually retouch the burr 2-3 times during use.
I tend to do one side only. The scraper can get extremely hot, so it helps to wear gloves or use a holder such as Veritas carries.
The biggest mistakes I used to make were:
1. Too much force on burnisher
2. Too steep a hook angle.
3. Not honing to a high enough grit.
4. Too much hook. You should barely be able to feel the burr.
Lots of YouTube videos but I think the two best are
Mike Pekovitch, and
Phil Lowe
Once you get your first shaving its a great satisfaction knowing you did something right! Getting reproduceable results is the next challenge.