Sorry it took me a day to get back to you. You can go to https://steemit.com/~witnesses and either choose witnesses that are already in the top 50, or enter a name in the box at the bottom to vote for a witness who may not be visible in the top 50 list. You will likely end up doing a combination of votes.
You get 30 total votes, and they are NOT permanent choices. You can move them as you see fit, at any time. It's a way to keep choices accountable, so as projects are launched, initiatives are taken, or time goes on, you can shift your votes accordingly. Most witnesses make occasional update posts and will do things like interviews or be available on steemit.chat or discord, so you can figure out who lines up with what you want to see happen.
Hopefully that gets you started!
Thank you so much for the clarification @crimsonclad! Followed you :P
Btw, do I lose anything in return for voting? Eg. SP, SBD etc..
Witness votes do not cost you anything in terms of steem power or voting power at all. There are no barriers to entry when it comes to your choices. However, it is obviously a delegated proof of stake system, which does mean that your "say" in term of vote weight grows in conjunction with the growth of your steem power on the platform. (You do not earn anything in curation or whatever either.)