Come up with your main character -- is he a soft-spoken librarian or a functional drunk who oscillates between the dive bars and the alleys? Decide whether he's gung-ho to solve the mystery, or if he's reluctantly enticed into participating by money, love or another temptation.
Come up with a mystery for him to solve -- murders are the most common when it comes to mystery stories, but thefts, kidnappings and other types of crimes work nearly as well.
Figure out why your story will be in the future tense -- since fiction is very seldom written in the future tense, there ought to be a reason for the stylistic choice. Consider a story narrated by a time traveler or a psychic -- your detective could be the time traveler or detective narrating his own story in the future tense, or he could be hearing his own near future over a crystal ball.
Once you've got those three elements lined up, begin actually laying the story out on paper. Begin with an opening sentence that will grab readers' attention, such as "It will be a dark and stormy night before the morning Jack Pincher will be murdered." Introduce or hint at the reason for the future tense right away, otherwise the readers will be confused. If you're writing the story in the first person, allow the narrator to have a unique and interesting voice.
Don't worry about knowing the ending of the mystery right away. If you're writing an open door mystery, allow the ending to surprise you as well as your main character.
When you finish your story, let it sit for a few days before re-reading it. Make sure all the details line up and that the future tense is consistent. Show it to a few trusted advisers to make sure it makes sense from an outside perspective.