First, you'll want to plan out your language's phonology (the sounds that form the words). I recommend you use an IPA chart to help select what sounds to use.
Once you've done that, you'll have to decide syllable structure. That is, how many consonants per vowel a syllable can have.
Then, create a grammar. It doesn't have to be very complex, but mess around with syntax, word order, and declensions a little. Be sure to throw in the occasional irregularity.
Then, start creating words and sentences with all the materials you've created so far. If it doesn't sound right, try to figure out what's bothering you, and correct it to something that you prefer.
Be sure to do plenty of research before you start. The more you know, the less mistakes you'll make. And don't expect to get it perfect first try. Conlangs can take YEARS before their creator decides that they're good to go. Good luck!
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