Choose your boat. Any boat will technically do, as long as the motor is large enough to pull up a boarder and get up to speed. However ski/wakeboard specific inboard-engine boats are more ideal than outboards of any kind. As you progress in skill, you will want a ski/wakeboard-specific boat that can throw a larger wake.
Buy a rope designed specifically for wakeboarding. Ski ropes work well enough but are too stretchy for advanced tricks and jumps. A wakeboard specific line usually has little stretch, removeable sections for a custom length and a nicer grip.
Attach the rope to the boat. Non-ski boats usually have an attachment near the rear. Ski boats will often have a pylon near the center of the boat. Wakeboarding boats will usually have a full tower that attaches to the sides of the boat, extending over the boat, with the attachment for the rope on top in the center. After attaching the rope to the boat, you're ready for some simplistic wakeboarding action.
Use a pylon extender, if you are using a pylon (not a tower). This raises the rope attachment 4 or 5 feet higher, allowing for better takeoff. A pylon extender slips over the existing pylon, with an additional attachment in the front of the boat for stability.
Add weight to a wakeboard-specific boat to improve wake size. You need a large wake to perform wake-to-wake jumps and in-air tricks. This lowers the boat in the water as it rides, increasing the volume of the wake, and its size. Wakeboard-specific boats will often have built in ballast tanks -- just flip a switch and the weight is added automatically. The same switch empties the weight when you are done.
Add weight to a non-wakeboard-specific boat by using a "fat sack," which is a bladder of water that is filled using an electric pump or garden hose. These fill easily, add hundreds of pounds of weight, and empty easily. You can use one or more, placing the first in the rear of the boat, and putting more sacks evenly around the boat. Be careful not to add more weight than your boat manufacturer recommends.
You can also add weight by using plastic buckets filled with concrete or water, sandbags or lead dumbells. Place the weight evenly around the boat, with an emphasis on the rear.
Adding extra people to your boat also provides extra weight. Take all your friends out for a spin while pulling a wakeboarder, but be sure not to exceed the number of people recommended by the boat manufacturer.