Make sure you replace all your drain plugs and other accessories that were removed during the winterization process. Usually, there are 2 in your pool pump pot assembly (the one with the basket and lid), 1 on the bottom of your filter. You will need to put back the pressure gauge, sight glass, chlorinator parts, and booster pump drain plug if you have them.
After ensuring that all plugs and other items have been put back into place, check all o-rings and gaskets. The pump lid, the place where the valve meets the filter on sand and D.E. filters, the chlorinator o-ring just to name a few. Lubricate all o-rings and gaskets with a teflon or silicone based lubricant (Magic Lube). Avoid all petroleum products like Vaseline or WD-40 as these will eat away at the rubber itself.
Take your water hose and fill up your sand filter, cartridge filter, or D.E. filter. You can access easily if you have unions or take the key, cover assembly off and top off. Take the lid off of your pump basket and let the hose run for about 5 minutes to make sure your pipes and pump/s are full of water. Then replace the pump lid, secure tightly and turn the pump on. It may take up to 2-3 minutes for the pool to prime up but do not let it run for more than about 5 minutes before trying again. Pool pumps are water cooled. If you don't have good water flow, then it will get hot and possibly damage the motor.