Knife sharpening tips?

Can someone walk me through the proper way to sharpen a knife? Right now, it’s only considered sharp if I can shred paper into tiny bits. What kind of whetstones or sandpaper grits am I supposed to be using, and where can I actually pick them up? What is the full sequence of steps required to get a blade truly sharp?

Does anyone happen to know if there's a knife sharpening service in Tulsa, Denver, or Savannah? I can't find anything useful online.