If you have your chart of accounts, then you can set it up in Sage, and start entering transactions in History mode.  

You should not go past the end of your first financial year without exiting 'History' mode.

"Finish Entering History" is very one-way.  You can't go back later, and enter opening balances, once you exit, the door "closes and locks behind you".

I would check with the accountant on their recommendation for a Chart of Accounts, and at the same time ask about getting started.