In starting out our journey to Zion, to me, the first step on this path is having a desire for Zion.  Elder Dallin H. Oaks has said: “Desires dictate our priorities, priorities shape our choices, and choices determine our actions. The desires we act on determine our changing, our achieving, and our becoming.” (General Conference, April 2011).

As mentioned in What Is Zion, there are two parts to Zion.  First, is the people and second is the city.  In order to achieve either one, we must have a desire for them.  We must be willing to make the choice that will bring us to them.  Alma, in talking with the poor Zoramites, discussed how faith works and how they must have a desire to gain faith before they can have it.

But behold, if ye will awake and arouse your faculties, even to an experiment upon my words, and exercise a particle of faith, yea, even if ye can no more than desire to believe, let this desire work in you, even until ye believe in a manner that ye can give place for a portion of my words.
— Alma 32:27

Seeking Zion and seeking to become a person that is a Zion person starts with our desire to achieve them.  As Elder Oaks said, desires lead to priorities, which leads to choices which leads to actions.  Elder Neal A. Maxwell has put it this way: “Therefore, what we insistently desire, over time, is what we will eventually become and what we will receive in eternity.”  (General Conference, October 1996).  As we see, the first thing that we need to become a Zion person and in return to enter the City of Zion is to have a desire for it.  A desire that will burn within our hearts and eventually lead us to act upon that desire and become what we seek.