At a minimum, you need an inference endpoint: either cloud or local.

If going local, llama.cpp is going to be the more beginner friendly local inference engine that supports more processor types (AMD GPUs, Intel GPUs, CPUs, anything that supports Vulkan, not just Nvidia). LM Studio is a nice wrapper for this if you'd rather avoid cloning repo and compiling yourself, provided you don't mind closed source software; it's much less enshittified than Ollama.

If going local, you will also need model weights in the right format for your inference engine, and with a model that can fit on your hardware. This is going to be .GGUF files if you're using llama.cpp or a wrapper for it like LM Studio.

From there, pick a language, go look up the OpenAI /chat/completions API format (or Anthropic's "Responses" API format), create a DS or array or slice to store messages, and build a loop that accepts user input, formats it according to the API format, sends it to the inference server, retrieves and parses the response, adds the response to the DS/array/slice, and repeat.

There's a lot more beyond this - tool calling, other API formats (optionally), MCP servers, transport layers besides terminal stdin/stdout, permission models, starting with a system message, clearing your message stack correctly (hint: don't reset it mid tool-call), message compaction, web searching and page fetching, semantic search RAG over embeddings, memory layers - way too much to cover exhaustively in a single message.