You can start the steps without a sponsor. There is a lovely section here to get rolling. If you start working on them, it gives you time to find the right sponsor. The first three steps are a lot of reflection and working through your beliefs. When you get to step 4, that is when it really helps to have a sponsor, a counselor, and perhaps a faith leader. Step 4 is when an objective view can help you stay on track.
The steps are powerful and worth the effort.
Friends and Family Step Study - SoberRecovery : Alcoholism Drug Addiction Help and Information