Final answer:
The initial step in setting up a Search campaign is to define the campaign goals. This crucial step influences the entire strategy including audience targeting and budgeting.
Step-by-step explanation:
The first step in setting up a Search campaign is to define campaign goals. This involves understanding how many engagements or conversions you need to consider your campaign successful, which will then guide your strategy, including whom to target and how to reach them. Once you have clear objectives, you can move on to creating ad groups, choosing keywords, and setting a budget. Understanding your goals is essential because it shapes the entire campaign structure, from the audience you target to the types of events you hold and the media channels you use.