I have macOS High Sierra, but would like to upgrade to Catalina. What do I do first? Thanks

How to upgrade to macOS Catalina [This document will eventually change to whatever the current MacOS happens to be.] - https://support.apple.com/HT201475

I'd say one thing we are seeing a lot on this support site are people running old apps. Make sure you aren't in for any surprises if you do upgrade:

32-bit app compatibility with macOS High Sierra 10.13.4 and later - Fairly complete FAQ - https://support.apple.com/HT208436

You might want to look at the Catalina OS section of the communities. There have been a lot of discussion on methods and potential pitfalls. 32 bit applications will not run under Catalina, and you might want to check if you have any of those on your system. You also want to check the when your MacBook Air was built, and make sure that it is supported. I just did update to catalina or not on Google and it came up with a large number of entries.

However, updating should be easy. Just go to the MacOS App Store and search for macOS Catalina . You may want to set aside a few days of time. The upgrade can be time consuming.

Don't do it. Jus days ago i took the leap of software upgrade from High Sierra to Catalina and had nothing but problems since. Your Q? popped up during my search on how to return OS back to previous. Just stating the facts...

Wait for 10.15.1

I upgraded because I had to. Normally I never, not ever, take the first release of any OS from Apple. I was proven correct. I have hit so many problems and so have others

Even then wait a while and check this forum