The first thing that you need is a domain mailing list name. You can get one of these from any of the well-known registrars, such as Godaddy or Namecheap. Your domain mailing list name should reflect the niche of your opt in e-mail list. It should also be a com mailing list domain as these are most trusted by Internet users and building trust is very important in e-mail marketing.
You need to get yourself a hosting account mailing list if you don't already have one. You do not need a dedicated server at this point and you mailing list should be perfectly okay with a virtual hosting account. You can get one of these for just a few dollars a month. You need a reliable auto responder service to manage your e-mail list building mailing list campaign. Go with one of the better-known providers who can ensure that your e-mails get delivered.
The two better-known services mailing list which are both inexpensive and reliable are Getresponse and Aweber. Once you have these in place you need to come up with a reason for people to want to join your list. The most commonly used mailing list tactic is to provide an incentive for people to subscribe. This is known as a lead magnet or bribe. This can take mailing list a variety of formats such as a report, video, webinar, ecourse or a piece of software.