Dominik, there are many types of setting bed construction; what you are describing (sort of) is mortar bed. This is the highest quality installation, but also requires the most skill and knowledge.
Before you do anything else, get a copy of Setting Tile by Michael Byrne (Taunton Press, www.taunton.com). If you seriously intend to do a mortar bed, also get his Floors video where he demonstrates the techinque. I would also suggest that you do at least one practice run by building a dummy floor out of some 2x4s & plywood (nothing fancy, just a place practice leveling and finishing mortar. If this is your first tile job, you might want to get some cheap tile and practice setting and grouting as well.