The first step in the formation of sedimentary rocks is the breakdown of preexisting rocks by the process of weathering. This is followed by erosion, the process of removing the products of weathering. Massive rocks exposed on this cliff in the Big Horn Mountains are slowly being broken down into smaller blocks which are subsequently removed by erosion.
Streams and rivers transport the products of weathering to their sites of deposition. The "muddy waters" of many rivers is evidence of the sediment load they are transporting.
When sediment is first deposited it is loose and unconsolidated. The process of lithification converts this unconsolidated sediment into a sedimentary rock. There are two types of lithification, cementation and compaction. Usually lithification is a combination of these two processes. Cementation is where minerals are precipitated between the sand grains effectively "glueing" them together. In this example of a limestone the original sand sized grains are darker brown and the lighter colored material between the grains is calcite cement. Compaction is where unconsolidated sediment is "squeezed together. Surface tension between the grains allows them to behave as a consolidated mass. Notice in this example that the individual grains are all touching each other. The greenish material is clay that was deformed around the more rigid quartz grains.