You will need to make what is called an initial filing. This begins the divorce process, which in Missouri is legally referred to as a "dissolution". An initial filing will include multiple documents. You will need to provide court approved forms for some of these. Some of the documents will ask for simple data like birthdate and date of marriage. Others are more complex and will require you to "plead" certain information based upon legal statute (a type of law). Also, these will need to be served upon the respondent, which in this case would be your spouse or your spouse's attorney. This cannot be accomplished via regular mail for a dissolution proceeding.
Like most litigants, even after you look into this yourself, you will probably have questions. You do not want to "mess this up" or make a mistake that could have negative legal repercussions. This is perfectly normal, and perfectly justified. The simplest course is to retain an attorney who can answer all of your questions, help you to file for dissolution, and represent you at court hearings along the way. This would be ideal. This proceeding will touch every aspect of your life, the largest repercussions usually being financially related and/or related to parenting. The court will decide and enforce some very private aspects of your life.
However, I realize as an attorney that not everyone can afford a full retainer, and while fully retaining an attorney will be the ideal situation, there is another alternative if you simply cannot afford an attorney: This is called Limited Scope Representation. At the very least, on the simple side of the Limited Scope spectrum, you can have an initial consult and ask some questions that you have after you have done your research and then have an attorney look over your filings to make sure there are no red flags or additional documents that you need. This is a popular option when marital assets are below six figures. Anything above six figures and you will likely find in the long run (many cases take over a year to resolve) that having an attorney was worth the cost but you can ask about what suits you best at an initial consultation as well.