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1. Turn on Developer options
Open Settings.
Go to Settings, then About phone and tap Build number 7 times. If you can't find it, search Build number in Settings. Some brands use a version line instead, like Xiaomi's OS version or vivo's Software version.
Enter your PIN if asked. You see You are now a developer!
Developer options is usually in Settings, then System, then Developer options. Search for it if not.
Turn on USB debugging.
Sources: Android developer options docs
2. Extra switches this brand needs
Most brands need none. If Shizuku says the permission of adb is limited, look in Developer options for a switch like the ones on Xiaomi, OnePlus or Meizu, since many brands build on those.
Sources: Shizuku setup guide
3. Pair and start
Follow the Wireless debugging steps. On a computer instead? The computer steps.
Sources: Shizuku setup guide
4. Keep Shizuku from stopping
Open Shizuku's App info and set its battery use to Unrestricted (or no restrictions).
Turn on any Autostart or auto launch switch your phone has for Shizuku.
Lock Shizuku in Recents if your phone has a padlock there.
Look up your brand on Don't kill my app for its battery settings.
Also do the four steps every phone needs: unrestricted battery, Disable adb authorization timeout, No data transfer as the USB default, and leaving debugging on. They are on the Wireless page.
Sources: Shizuku setup guide, Android background docs
5. Known problems on Any other brand
Anything else
Use the fixes by symptom and the notes per Android version.
Sources: Shizuku setup guide
6. Turn it all back off
First, in each app that used Shizuku, undo what it changed, while Shizuku still runs. Some changes an app makes through Shizuku stay after Shizuku stops. Firewall and Fileglow have their own steps.
In Shizuku, switch off every app in the list of authorized apps.
Stop Shizuku with its stop option, or restart the phone.
Open Developer options, then Wireless debugging, then Paired devices, tap the shizuku entry, then Forget.
In Developer options, tap Revoke USB debugging authorizations. This removes every paired computer and device.
Turn off Disable adb authorization timeout if you turned it on, and set Default USB configuration back to File transfer if you want.
Turn off Wireless debugging, then USB debugging.
Turn off the switch at the top of Developer options: Settings, then System, then Developer options or where you found it.
Set Shizuku's battery setting back to the default (Optimized) if you like.
Uninstall Shizuku the normal way if you don't need it any more.
Sources: Shizuku setup guide, Android adb docs, Android developer options docs, Issue 467, Issue 451, Discussion 1000