How do I run a SQL query query?

Can you please explain the process of executing an SQL query in a step-by-step manner? For instance, what is the first step I should take? How do I select the specific database I want to query? What syntax should I use when writing my query? Is there a specific tool or software I need to use? Also, how do I handle errors if the query doesn't execute as expected? I'm new to this, so a clear and concise explanation would be greatly appreciated.