If you're looking to start the MS Baker missions in Red Dead Redemption 2, you'll first need to complete the prologue. Once you've done that, you'll be able to access the mission by speaking to MS Baker at her camp in the northwest corner of the map.
To start the mission, you'll need to follow MS Baker to her cabin and listen to her instructions. She'll then send you off to collect some supplies from around the area. Once you've got everything she needs, you'll need to head back to her cabin and light the fire.
After that, it's just a case of following MS Baker's instructions and completing the mission. It's a pretty simple one, but it'll give you a good introduction to the game's mechanics.