Yes, first decide what you want. Figure budget you can spend. Then most important decide the room where you want to place it.
Now go to store, audition Various speakers, don't rush for complete 5.1 package. Aim for a good avr, centre and right, left speakers.
Buy them, enjoy it. Over period of time you can add woofer, and surround.
Don't do mistake of buying speakers from same store that sell groceries as well. Go to dedicated stores. There are good brands like Yamaha, denon,onkyo,klipsch etc. Do research. Find who offers a warranty in your state and please do not buy from grey market.
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Jitter Speed Test
