I just started a nano reef about 5-6 month ago. Cycling takes ages and you can never stock as much as you would like, in the end I find myself staring at my clown way more than at my 55g cichlid tank these days though
I think the easiest way is a biocube that has a filter, skimmer and proper lights already included. The skimmer isn't really essential for nano tanks though. Then you'll need:
SW test kit
Hydrometer/Refractometer
Thermometer
Live sand
Live rock
Salt water from the shop or RO/DI water and a salt mix
A timer for the lights of you want corals down the road
All sorts of supplements like calcium, iodine,...
An RO unit to top off water, tap water will give you an algae bloom and a headache
lots of patience for it to cycle
And the smaller the tank, the more frequent your water changes will need to be. I do mine weekly, sometimes more often.
I would get a good idea of what you want to keep as that determines your equipment. reef keeping can be quite expensive, especially if you decide you'd like a tang and then find out you need a 12x bigger tank
Many reef fish and corals need a special diet, read up on everything before you buy it because things like a mandarin/anemone will starve in a normal tank if you don't have the right equipment, food and knowledge!
Once it's all running it will provide you with many hours of joy though, believe me