I am looking to start a Data Loss Prevention program/project. Can you share any information/guidance on key dependencies prior to starting or that must be dealt with early on in the project/program that are keys to success?  

Dependencies to consider are culture and executive support. After that consider how you execute and track effectiveness. Don't boil the ocean. Start small - no more than 5 use cases 

I would suggest the following steps- 

1. Try to address why your organization want the DLP solution, please go to the granular level.
2. What is your current Tech infra.
3. Security expectancy of the employees
4. ROI,
5. Measurement mechanism 

Build a risk matrix of all your organization's data sources, information, and their importance.    Use this inventory to assign and manage risk on data loss.   Numerous products are available to support your project based on the risk matrix and data sources.

One of the first things you need to do it to understand what types of data does your company have, what is the importance of each type of data to the company, where is that data today, where should it be? Then, you can start with the highest importance and the data at the most risk to being exposed.

Microsoft has a good walkthrough that isn't product dependent. Here's the link https://learn.microsoft.com/en-us/microsoft-365/compliance/dlp-overview-plan-for-dlp?view=o365-worldwide