Decide what you want to make a sculpture of. Are you interested in making a sculpture of a person, or an animal? Do you want to make a model of some abstract shape, or are you interested in something concrete and representational? Make some sketches or just compose some pictures in your head. Try to get an image of what you're trying to sculpt.
Decide how large you want it to be. If you haven't sculpted before, you probably want to keep it 2-3 feet tall or less to make the project more manageable, but it will vary depending on your materials.
Decide what materials you want to use. Sculptures can use any material from cast bronze to discarded trash and found objects. Obviously, you want to use things that are available to you and don't require a lot of specialized knowledge to work with. Clay, wood, fabric, wire, and trash are good sculpture materials. You can also combine various kinds of materials to create a mixed media sculpture.
Pick up materials and adhesives. If you are using various different materials, use a gluing advice website such as This to That to determine what will work best. Nails, ropes, wires, and solder can also be good for attaching things, as can the old standby duct tape.
Pick up a base. Not all sculptures need a base but, often, it can be very helpful. It gives your sculpture a structural foundation to build on, and can also be aesthetically appealing.
Build the sculpture. Take your time, and make sure you like something before you put it together. If you are new to sculpting, you will have more fun experimenting than trying to build everything according to your original plan.
Decorate your sculpture. Use paint, varnish, brightly colored paper, or even sandpaper to add texture or color to the outside of the sculpture.