@tsalb's "getting started with VSCODE" list

1) To get started on VSCode + SFDX CLI:
https://forcedotcom.github.io/salesforcedx-vscode/articles/getting-started/install. 
Focus on the "Org Development" model, which you can target production/sandboxes to pull metadata. 
You would need to create a "SFDX Project with Manifest".
2) Look at the VSCode / Environment / SFDX CLI modules (Ignore anything about LWC and JS):
https://trailhead.salesforce.com/users/tsalb/trailmixes/lwc-and-js-101.
3) VSCode + ForceCode is also a possibility (you need to set up VSCode first, but you can ignore SFDX CLI / Salesforce Extensions)
https://marketplace.visualstudio.com/items?itemName=JohnAaronNelson.ForceCode.
ForceCode can help you create a package.xml easier, which is a manifest of metadata you wish to pull.
4) This is a tool to help you construct a package.xml if you decide to go with SFDX CLI + Salesforce Extensions
I do not use this, I cannot vouch for the security.
https://packagebuilder.herokuapp.com/
COPY PASTE whatever the output of this is into your package.xml in your SFDX manifest project.
5) I found this vscode extension which can generate you a raw package.xml. I use this with my SFDX org development.
This one i do use, it seems to work nicely (installed on 2019-06-20)
https://github.com/vignaesh01/sfdx-package-generator