How do you set up your fising rod??

Question

is it first the bobber than the little weight than the hook, or some other way??

Answer 1

That's the easiest and most common way.  

It is possible to rig with the weight on the bottom, and attach the hook to a seperate short piece of line between the weight and bobber.  Use a 3-way swivel to attach the extra piece of line.  Its more trouble to rig like that, but some people thinks it spooks the fish less.

Answer 2

That's the most common way.  You can adjust your bobber up or down the line depending on how deep the water is you are fishing.