We discuss plans for a new joint effort between observers and theorists to understand the formation of the Milky Way halo back to the first epochs of chemical evolution. New models based on high-resolution N-body simulations coupled to simple models of Galactic chemical evolution show that surviving stars from the epoch of the first galaxies remain in the Milky Way today and should bear the nucleosynthetic imprint of the first stars. We investigate the key physical influences on the formation of stars in the first galaxies and how they appear today, including the relationship between cosmic reionization and surviving Milky Way stars. These models also provide a physically motivated picture of the formation of the Milky Ways “outer halo,” which has been identified from recent large samples of stars from SDSS. The next steps are to use these models to guide rigorous gas simulations of Milky Way formation, including its disk, and to gradually build up the fully detailed theoretical “Virtual Galaxy” that is demanded by the coming generation of massive Galactic stellar surveys.