Well first things first you need to bring the right equipment along with you to go star hunting. The 3 basic things you need to take with you are a camera fitted with a wide angle lens, a sturdy tripod and an intervalometer.
Wide angle lens
I would recommend using a wide angle lens when shooting the night sky for a few reasons, one being that you can get more of the sky in the frame and the milky way is quite big so this helps especially if you are trying to capture a foreground object aswell. Star trails can be an issue when using a higher focal length so the with a wider lens you can use, the longer you can expose for and get more detail in the image.
A tripod is essential when taking night shots as the exposure time can be as high as 30 seconds you need the camera to be completely still for this entire time, even a slight movement will be noticeable so I would recommend a good sturdy tripod as even a bit of wind can affect your shot.
As I mentioned any camera movement at all can have a negative effect on your exposure, so using a intervalometer will help with any unwanted movement. It might not seem obvious but even just pressing the shutter button on your camera will result in some movement, no matter how small it will have an effect on the image so using one of these devices will keep the camera completely steady resulting in some nice sharp exposures. You plug the device into your camera connected with a cable and they usually have a set of programmatic controls and a button to set off your cameras shutter so this allows you to engage the shutter without touching the camera or tripod. While using an intervalometer isn’t absolutely necessary, I would recommend to make things easier for yourself. They are available here
Time to choose where to go, light pollution is a major issue when you’re trying to capture shots of the night sky so if you live in a town or city you may need to go 1 or 2 hours out into the countryside to give yourself a better chance at capturing a nice dark sky. It surprising how far light travels from a town, even when it looks dark to your naked eye, your camera will pick up the light of the long exposure period which will effect your shot. I have found dark sky finder useful for finding a good location, it should at least give you a rough idea where to go and help you plan out your trip.
There is a natural source of light pollution and that is the moon, which can be problematic but the best time is either when the moon is small in the sky or completely gone. You can find more information about the moon phase calendar to check which days are best to go out.
In general it makes a good composition if you include something in the foreground of the frame rather than just the plane sky, this gives a better perspective of the scale and it grounds the viewer with something familiar. As it is dark the foreground may turn on just like a silhouette, so its handy to bring a torch along just to light your foreground pointing it at your object for a short periods during the exposure.
If your goal is the photograph the milky way you will have to check what time of year it will be visible at your location, depending on whether you are in the northern or southern hemisphere it will be different months. The milky way is most visible in the northern hemisphere from the months of March to October, and in the southern hemisphere it is during the months of February to October so if you live south of the equator you get an added month of milky way goodness.
I usually set my iso at 3200 as a starting point, depending on your situation you may want to deviate from that but I find that 3200 gives good results. Now there is usually a fair amount of noise from my camera at 3200 but that can be reduced with post processing, if you have a newer camera you may be able to push to 6400 with little additional noise.
Usually when shooting landscape shots during the day, the rule of thumb is to go for an aperture of around 8 or so as it helps keep everything is focus. However when shooting at night you want as much light as possible to pass through your lens, so I would generally advise to open the lens as far as it will go. Luckily wide angle lenses keep everything in focus quite well no matter what the aperture is set at, its only in extreme cases where your foreground subject is very close to the camera that this will become an issue.
Shutter speed is the main setting that you will have to move around a bit before finding whats best for your scene, in general the longer the shutter speed the more chance of capturing star trails. The trails are caused as the earth is rotating and you will capture the trails as they move across the sky during your exposure, now you may want to experiment with that as an effect but I tend to prefer to capture the stars in a stationary position. The general rule of thumb is known as the 500 rule which helps to give you a rough idea of how many seconds you can expose for without getting star trails. It is applied using 500/focal length of your lens, this assumes you are using a full frame sensor, if you’re using a crop frame sensor as I usually do then use 300 instead. This rule is only to give you a rough idea of where to start, I always end up adjusting the shutter speed a few times and viewing the result until I find the best amount of time to expose for a particular shot.
Focusing can be a little tricky when shooting in the dark, typically your camera needs light in order to auto-focus and since you are shooting in the dark it will have a lot of trouble finding the focus. The solution is the set your focus on manual and the best way I have found to get a sharp focus is to move your focus ring all the way over to infinity and then rotate it back just a little. I usually then fine tune it by taking a shot, then checking to see if the stars are in focus. If they aren’t then I will rotate the focus ring around slightly more and repeat until the stars are nice and sharp in the frame.