1) First step after getting I-20 is to finalizing a university from the admits you have.
2) Pay SEVIS fee for the university you are applying.
3) You need to Book Visa Date to appear for Visa Interview with US Consulate. Here is the step by step procedure for Booking Visa Date.
4) Get Bank loan if you need it.
5) Prepare all the documents required for F1 Visa Interview.
6) Know about Frequently asked Questions in Student Visa Interview and Prepare for those Qs.