The main Customize entry point is M-x customize <RET>. This command takes you to a buffer listing all the available Customize groups. From there, you can access all customizable options and faces, change their values, and save your changes to your init file. See Easy Customization.
If you know the name of the group in advance (e.g., “shell”), use M-x customize-group <RET>.
If you wish to customize a single option, use M-x customize-option <RET>. This command prompts you for the name of the option to customize, with completion.