Before setting out on your journey to becoming stylish, a key step is to imagine what you want the end-goal to be. Undoubtedly, this initial vision and what you end up happy with will differ, but having tangible ambition is necessary. Otherwise, without knowing where you're going, you'll start out with no self-guidance, and end up with a fragmented and incoherent manner of dressing.
Like Glenn O'Brien said, everyone starts out copying others before eventually finding their own way. But until then, learn from the masters and you won't stray too far off a stylish path. The choices you have as idols are almost limitless—Andy Warhol and Muhammad Ali provide two different ways of dressing, but both icons provide an achievable and awesome sense of style.