Walk around the outside perimeter of the grocery store, and buy your food from that area. Stay out of the center aisles.
Usually processed foods, cookies, canned foods, chips, sodas, etc. are in the center aisles. These are the foods you should avoid. On the outside aisles you will find the fresh fruits and vegetables, the fresh meats, dairy, eggs and fresh, whole grain bakery breads.
Basically, the fewer ingredients listed on a package, the better. The best food for you is the food that is coming from the farmer with not much happening to it before it gets to you. Learn to cook and do not eat stuff that has come from a factory.
I buy my meat at a butcher shop (locally produced, non-factory farmed), eggs from a small family farm, fresh fruits and vegetables from my own garden and local orchard and farm stands, and I can and freeze food to store. I do all of my own baking, except for some breads, and I never buy pies, cakes, doughnuts or cookies at the grocery store.
I buy chunks of unprocessed cheese from a producer I like, and I buy organic milk.
When I eat out at restaurants, I usually order a salad with protein and I eat only half of my order (I take the rest home). I drink water or unsweetened iced tea, never soda, not even diet soda.
It's pretty easy for me to do this, and I am hoping I can continue to improve my own diet. Good luck to you!