Select the libraries you need. For web development you will definitely need "Web" in the "Web" section (this is pretty much Spring MVC). It's likely that you'll be using a relational database, so choose a database driver from the "Database" section. I suggest PostgreSQL for that role. If you want to do server-side templating, you should use a template engine such as Thymeleaf (this is what you'll find in most tutorials). If you are planning on adding user accounts and security, select Spring Security. It's an amazing library that does a lot of plumbing for you. You will also have to decide how you'll interface with your databases. The options are: plain JDBC, Spring Data JPA and jOOQ (I use jOOQ, but I used to use JPA, which I switched away from because it isn't flexible enough) (please note that you'll have to add spring-boot-starter-jooq manually as a Maven dependency and you'll also need the latest Spring Boot snapshot).
Click "Finish".
This should be enough to get you started