Do I have to pay taxes to start my own religion or cult?

I wanted to start a religion or cult of misfits and losers. Something for those who have no place in life because in my neighborhood there are alot of as one can say "Loser, Lames, Weird-o's". Something like a group of black sheeps, who can come together to survive in this world. But, I want to be official and not a gang or posse. So what do I do to make this official?
 
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