Filing as a foreigner is rarely as scary as it sounds, but the mechanics differ by country so let me give you the common shape. First you typically need a tax identification number, which may be issued automatically with your residence permit or require a separate application.
Most tax authorities now run online portals, increasingly with pre-filled returns based on employer and bank reporting; the catch for newcomers is that portals are often only in the local language and may require a national digital ID to log in. Deadlines cluster a few months after the tax year ends, and the tax year itself is not January to December everywhere.
For a first year abroad, with part-year residency, foreign income and treaty questions in play, paying a local accountant who works with expats is honestly the best money you will spend. From year two, many people file themselves once they have seen how it works. Start by reading the foreign residents section of the local tax authority's site.