Enter the Underworld
Obtain a Nightmare Pickaxe or Deathbringer Pickaxe, or better
Bring Obsidian Skin Potions
Bring a Hammer
Find Hellstone Ore
Mine Hellstone blocks
Avoid lava while mining
Use blocks to bridge over lava
Smelt Hellstone Ore with Obsidian at a Hellforge to make Hellstone Bars