Probably a dumb question, but I’ve never done a speedrun before: what do I need to record for a run to count? Setting up and starting the run only? The whole thing? Thanks!

Hi and welcome! You have to submit the entire attempt for it to be validated. This includes the menuing before starting a new game, showing that all bonuses and relevant accessibilities are turned off (if running restricted), and finally, showing the in-game time on your save file. If you're unsure of any rules, check the rules tab under the category you wish to run, where they are shown & explained in more detail. Best of luck!