Conceptualize the foundations of your screenplay, including the basic plot, characters and themes. Find the message you want to convey, and devise the best way to deliver that message in your script. Consider taking a story from the Bible and translating it to modern times, centering your story around an inspirational person or events, or creating a new, altogether original story.
Purchase a screenwriting software program, preferably Final Draft or Movie Magic Screenwriter, and install it on your computer. These programs will format the script elements (settings, action, dialogue, etc.) to the industry standard, allowing you to concentrate more on the story than the various mechanics of the script.
Learn about the process of telling a story in the screenplay format from books respected in the industry and used as textbooks in film schools, such as Robert McKee's "Story" and Lew Hunter's "Screenwriting 434." Make note of the central concepts used in writing a movie, including the three-act structure, character arcs, themes and balancing main and sub-plots, and prepare to integrate those concepts as you write.
Map out the central plot points and scenes of your story from beginning to end, using note cards if you find them helpful. Know the intended audience for your movie--children or adults, or any particular denomination or group--and prepare to write the script in a way that will have your story be accepted by and entertaining to that audience.
Write the script, using the elements and techniques of the craft to flesh out the story from your outline. Find the balance needed to effectively spread a message in a movie without being too heavy-handed or preachy. Avoid any bad language or adult situations that your audience will find off-putting or offensive. Read through the script when finished, and be prepared to rewrite where improvements are needed.