If you know you want a divorce, start by gathering liquid funds to pay for cost of living and attorney fees. You may not want to accumulate any new debts or other financial obligations. It's illegal to hide any assets from your spouse or the courts. Gather and make copies of both of your financial documents over the past few years including bank statements, tax returns, paycheck stubs and mortgage agreements. These will help you determine both of your financial situations as you prepare to split your belongings.