Marantha, you're a member so no need to post this here (Developing Stories or Works In Progress would both be fine). But since you've already posted here, might as well answer so that other non-members can see.
There are any number of ways to get going on a feature doc but most people these days simply plunge in and start shooting. At some point, when they've gathered enough material, they'll then put together a fundraising sample or trailer. You can then take those to a broadcaster like HBO, apply to places like ITVS, or even put it up on your website and try to raise money from private contributions. Along the way, it makes sense to write grant proposals if your subject is the kind that's eligible for grants (ie. a social issue doc).
But no matter what, it's gonna take a huge amount of time and effort and money. You'll need a lot of patience, persistence, stubbornness and stamina, not to mention a very thick skin.