The walls around your shower have to stand up to moisture, and not just on the surface. If the material you use to build the walls themselves (behind the tile) isn't moisture-resistant, it can soften over time and cause the tiles to crack. The solution is to use cement board instead of drywall when building the shower walls. A plumber should install your plumbing lines in the stud wall before the cement board is installed, and your shower base should be complete.
Measure the width and height of one of the stud walls of the shower with a tape measure. Transfer those measurements to a piece of cement board with a pencil. Cut out the board, using your jigsaw. If your wall is bigger than the cement board sheets, use two sheets, with a horizontal seam between them.
Measure the positions of the studs on the wall, in relation to the vertical side walls, and mark the stud positions on the front of the cement board, using your level and pencil. Mark the positions and sizes of the shower fixtures as well.
Cut the holes for the shower fixture into the cement board, using your jigsaw.
Set the cement board piece in place against the studs, threading the fixtures through the holes you made. Affix the board by driving screws every six inches along each stud, going by the marks that you made.
Repeat the process for each shower wall.
Press mesh drywall tape over the seams between the boards at the corners, and between any straight seams between the boards. Spread thinset mortar over the tape with a drywall knife, getting it flat and smooth. Let the mortar set overnight. The walls are ready for tiling.