Decide what you want to carve. If you have an artistic background, you may choose something complex, like a flower or an animal. If you are new to sculpture, start out with basic shapes or a two-dimensional "drawing" on the stone.
Draw a basic outline on the stone with a charcoal pencil if doing a two-dimensional drawing. This gives you a guide around which to cut.
Place your stone on a towel or sheet to catch the dust that carving produces.
Use your pocket knife to begin whittling away at the edges of the stone to create a shape. Work by feel as well as by sight, filing away rough edges and smoothing corners. Only you will know when your work is complete.