Filling sump for first time, few questions.

Ok so I had a 55, got rid of it unfortunately after like a month of it being set up because the stand I bought was just trash and I couldn't fit a sump or put one any where discreet enough for my wife's approval. So I bought a 45 from someone which came with a sump and a HOB overflow with the piping and all that good jazz. So I finally have the 45 up and mixing/airing out. Now my question is, having a HOB overflow with a u-tube siphon, how do I go about starting te sump? Do I fill the tank and the sump and turn on my pump and then siphon? I'm just really confused. Please elaborate as much as possible. I can be hard headed :( lol. It's a 15 gallon sump and my return pump is an aqueon submersible 3000. Also, is my return pump too strong? I don't see why it would be but I'm brand new to this. So you never know. Thanks in advance!