Where should someone start if they want to switch from Active Duty to Active Guard Reserve?

First, the process to go from AD straight to AGR means that you must apply for, and be hired for AGR in your last 12 months of AD, and must be MOS qualified. A 15P could qualify for company Readiness NCO/Unit Administrator, BN S3 or BDE S3 in aviation units, or as a recruiter.

start here
https://www.hrc.army.mil/content/USAR%20AGR%20Program%20Enlisted%20FAQ

One thing I'll add to SGM Jeff Mccloud's directions is that there are two Army AGR programs (The Army National Guard (ARNG AGR) and the Army Reserve (USAR AGR). The CG, HRC has overview of the USAR AGR program while the Chief, NGB (CNGB) has overview of the National Guard (both ARNG and ANG) AGR programs (In addition to the eligibility/requirements laid out in AR 135-18*, NGR 600-5* also applies).

One key difference between the programs is that you apply for the AGR program in the USAR and you apply for a specific AGR position with the National Guard.

For the USAR, if you're recommended for acceptance by the AGR panel, and are placed high enough, you will be offered a position that they determined you are the best fit for (you don't get to pick it). If you refuse that position, then you'll likely not be offered another (you are placed at the bottom of the recommend list and they move to the next best candidate). For the USAR AGR program, you'll follow the directions the SGM gave in his post.

For the National Guard, you'll apply to a specific position and, if chosen by the State/Territory, then are brought into the AGR program. Almost all* ARNG AGR applications are handled through the Full Time Support Management Control System (FTSMCS)*, which serves as a central entrance point to AGR positions at the the 54 states/territories (well ... for MOST* of them)
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* AR 135-18, The Active Guard Reserve Program - https://armypubs.army.mil/epubs/DR_pubs/DR_a/ARN18629-AR_135-18-000-WEB-1.pdf
* National Guard Regulation (NGR) 600-5, The Active Guard Reserve (AGR) Program / Title 32, Full Time National Guard Duty (FTNGD) Management - https://www.ngbpmc.ng.mil/Portals/27/Publications/NGR/NGR%20600-5_20230512.pdf
* FTSMCS - https://ftsmcs.ngb.army.mil/protected/Jobs .. user guide (one of many .. most states/territories tailor the guide for their jobs) at https://dema.az.gov/sites/default/files/2023-07/FTSMCS_User_guide_0.pdf
* Almost all National Guard AGR positions are listed on FTSMCS, but there are still some you'll come across that aren't and they'll have different instructions on how to apply directly with the state/territory.