If you are a student and you want to enter the US then you first need to get a visa. You need to have a student visa if you want to travel to the United States however, and you will also need to decide whether you want an F-1 visa or an M-1 visa. If you are a student then you should note that you can't travel on the Visa Waiver Program or the Visitor Waiver either. If you are going to the USA for a short period of time however, then you may be able to use a Visitor B visa. This is designed for those who are enrolled in a short recreational study. This should not count as credit towards an academic certificate and it should not count towards a degree either.
Before you can apply to be a student with the Embassy however, you need to be accepted by an SEVP school. To do this, you need to visit the department of education website and they will be able to tell you about all the options for scholars, admissions, graduates and more. When you have been accepted by one of these schools then you will be enrolled into the SEVIS system. You must then pay the SEVIS I-901 fee. The school will also provide you with a Form I-20 and you will give this to the officer when you go for your interview.
You should note that if you have a spouse or if you have children who intend to live with you while you are in the United States then you will need to get I-20s for each person. These will need to be done on an individual basis, so this is something that you need to take into consideration when you apply for your student visa.