Alex, great question. Starting a budget is a daunting process! Start with the easy stuff that is relatively fixed - your housing payment, cell phone bill, car payment, etc. If you don't have the bills on hand (or the time to find them) look at 2-3 months and estimate.

Also, when you start, give yourself a set amount of time to work on it, say 90 minutes. Push yourself to meet that deadline because once you get this budget set up, you only have to write down each purchase. No more digging out old bills!

Hope this helps.
Julia