Define your main story idea and form an outline of your odyssey. Make sure it is not just a chronological list of events, but rather a complete story with a beginning, middle and end. Come up with a clear outline that takes you through all the different phases of your journey, in the order that you want to tell it.
Write your introduction and conclusion. Start your odyssey with a hook and finish with a moral message. Find a hook to capture your readers' attention from the beginning of your story, perhaps a shocking event to surprise your audience. Then write your conclusion to know where you are going with your story as you write it. For example, start your story with an event that cost you to lose everything and finish it by sending the message that perseverance and faith in yourself declared you the winner in the end, now happier and more complete than ever before.
Write your first draft. Now that you have your audience hooked thanks to your shocking introduction, go back to write the details of your journey. For example, if yours is a rags-to-riches journey, write everything that happened, all the changes of fortune you experienced until you made it and how you prevailed in the end.
Put your draft aside for a while before you revise it. Take some time away from it so that you can look at it from a more objective point of view; you are bound to be highly attached to it as it is your own life's journey. Revise it carefully when you come back to it; tie up any loose ends, get rid of unimportant details and make sure your writing flows throughout the whole story. Edit any grammar and syntax errors and correct any spelling mistakes. Give it to a friend to read and offer feedback. Keep editing and rewriting until you are happy with the result.