I am having a hard time trying to figure out how to start a non profit theater group for youth and I don't know what to do or anything who should I talk to and where should I begin.

I started a nonprofit youth theater company about 4 years ago...here is what we did....

first we came up with a mission statement, then articles of Incorporation.  We simply used a template we found on the internet by searching "Articles of Incorporation"  then we incorporated as a business by sending those articles to our state secretary.  Depending on what state you are in I'm sure things vary, but all the info was found on the state's government page. 

Next, we got a bank account(like you would for anything else)  then began asking for seed money (donations) to begin the process.  We then started the long process of filing for our nonprofit status.  It is a ton of paperwork, and this can be found on the IRS website.  You can do a search for 501c3 or nonprofit on their site.  We met with an attorney to make sure all of our answers were correct.  I've heard that many organizations get denied the first few times, but with an attorney our process went very smoothly. 

Also, don't forget to go back to the state and file for nonprofit there too!  We forgot to do that and ended up having to pay tons in taxes...but the state form is very simple compared to the IRS one. 

That was it!  The entire process took about 8 months.  But, as I'm sure you know, theaters depend on donations, which cant happen unless you are nonprofit...so it's very necessary!  Good luck!