The first step is to install Sitecore 9. If you are doing so in the development environment please read the Sitecore 9 QuickStart on Installing Sitecore 9
Once you have Sitecore 9 installed you can follow the installation guide. I will list any issues I ran into at each step and ways to resolve them.
WARNING: Make sure you install IIS Url Rewriter module or install will fail
3.6.1 Add a recognized user to the xDB shard databases
At this step you set up your database users. If you get an error regarding :setvar then you have SQL Management Studio in the wrong mode. You can set the mode by clicking on the query menu and then choosing SQLCMD Mode.
4.3 Generate Sitecore XC Engine Package
During this step be aware that if you have added the .NET Framework using features you still need to install the Dev Pack. If you do not then when you open the project it will not show up in the list or will throw an error during build or publish. If you get an error and then install it you will have to close Visual Studio and reopen it choosing Run As Adminstrator for it to be fixed. You may have to click on each project and then right click and choose Properties and choose the 4.6.2 framework from the list. I did in Visual Studio 2017.The rest of the install went smooth for me based on the instructions supplied. If you run into issue installing feel free to comment here or on the slack channel or on Sitecore StackExchange. We are very happy to help you get started with this revolutionary version.