Write out descriptions of your main character(s). Things to consider: Age, gender, body type, and occupation. While they may not be as important, you might want to consider the main character(s)'s hobbies. No matter what setting you choose, the character of the main character is going to directly affect the movement of your story, so starting to pin down your main character is crucial. Note cards are an easy way to keep track of and organize this information.
Pick out your setting. One of the hallmarks of adventure books is they happen in exotic places. Whether your idea of exotic is Bangladesh, Mars, New York, rural Mississippi, or the bottom of the ocean is entirely up to you. You may need to tweak your main character a little once you decide where things will occur. Also, remember time period is a part of setting. New York City in the 1920's is very different from the 1990's.
Pick a motivation. This is partially dependent on what your main character is like, or at least who they do business with. For example, James Bond (007) was out to save the world, though he had a tendency to get slightly sidetracked by a good-looking girl. Bond probably would not have gone looking to save the world if he did not work for MI-6. Not all motivations have to be monetary, sometimes the hero is out to save a family member or sometimes even themselves.
Write out your villain description. Villains are directly related to motivation, since they are usually the person providing the motivation. Jareth, the primary villain in the movie "Labyrinth", provides the motivation by stealing Sarah's baby brother. Now Jareth has a magical labyrinth at his command as well as an army of goblins, these would be considered accessories. Jareth is motivated by a desire to possess Sarah. This is important, like main characters, villains need motivation.
Plot the movement of your story. The primary plot of an adventure story has to do with how the hero goes about thwarting the villains' wants. Going back to James Bond, he spends most of the story working his way toward his eventual run in with the villain in which he manages to thwart their plan for world domination. Once the villain's plan is thwarted, the story is usually over. So make sure there are some intermediate steps to build up the tension. Get the main character led astray or somehow knocked off track so that the reader wants to root them on their way. It is no fun if the hero just bashes his way through every obstacle without any real opposition.
Write the story. Once you've finished the initial typing, leave the story for a while. (Six months is generally recommended.) Then edit and retype the book.
Repeat the above process using the same main character or someone related to them and you will eventually create a series of adventure books.