Here are three steps to follow (in this order):
Fill out the FAFSA® form on the government website (fafsa.gov)
Consult your counselor (or the internet) to find out whether your state has a separate state financial aid application. Note that state aid is normally reserved for students staying in-state for college.
Once you have your college application list finalized, check if your colleges require any additional financial aid applications. For example, some private universities or colleges also require you to fill out the CSS Profile.