First things first, in most states, you need to obtain a free sturgeon reporting card so you can mark down all of your catches.
The way to do sturgeon fishing is expensive if you don' know what you're doing, so listen up. You need to get a reel that is built for a high test line, at least 50 pound. I personally use 80 pound braided line as my main with a 2-3 foot 100 pound test steel leader. I put a grass or ghost shrimp, sand worm, blood worm on one hook on a double hoot leader, then on the other hook I put a nice size chunk of roe. You want to have a couple hundred yards of main line so you can let the fish run.
Be aware, these fish are NOT easy to catch. They will take your bait and fast! Your line will be doubled over before you know it and you will begin the fight. You should expect a 30-90 minute fight with these fish.
Good luck out there.