Link Steam to Xbox Series S

Okay, so I just received my new Xbox Series S for NGS and I wondering how I should link my account. I started out on MS on launch then I linked that to Steam. I assume I use my steam account to link that to my Xbox. But the thing is I never owned an Xbox before, do I link my Microsoft account to my Xbox first? Then do I link steam to Xbox before linking my PSO2 (steam) to Xbox? I am so lost and I do not want to screw this up or get my account froze in the process.

All you need to do is sign in to your XBox with your MS account, since they are the same account. That's it, no need to link anything.

@AndrlCh That sounds super easy, thanks for the help.