Read Robert McKee's book "Story: Substance, Structure, Style, and the Principles of Screenwriting."
Watch superhero and other hero-focused trilogies to immerse yourself in the genre. The more you watch, the more you can learn about how your successful contemporaries managed to create their masterpieces. Pay special attention to basic plot points and structure, dialogue, pace and timing of scenes, lighting, costumes and any drama, action or comedy elements. Refer to chapters in "Story" from time to time to better understand these areas.
Read superhero comics and manga and watch cartoons and anime to better understand how superheroes differ around the world and from their basic hero counterparts. In most traditional or "classic" cases, the superhero wears a costume, is highly moral, and uses extraordinary super powers to help others. In other cases, the superhero is capable of amazing feats as a normal human with or without a costume and utilizes technology or intellect to battle evil. Another class, the "anti-hero" superhero, can possess any of the above qualities, but has an abnormal or atypical moral code that allows for moral ambiguity in which the superhero kills or harms others and helps victims who may or may not be innocent out of feelings of guilt, self-interest or revenge.
Draft your idea for a character focusing on the story elements mentioned in Step 2 and hero types in Step 3. Consider your character's motivations, his environment and his role in society.
Create a basic three-story "beginning, middle and end" premise for your trilogy, similar to one you would use for a single movie or book plot, except the elements are spread out over three films. In each movie, the character should grow or be affected emotionally and/or physically and should face increasingly more difficult challenges or situations.
Storyboard your ideas to see how the movie flows from scene to scene. Remember that except for in the classic superhero cases, superhero trilogies are increasingly varied and do not follow any one particular pattern and like any story, may change during production. A superhero may find in a sequel, for example, that his or her power utilized in the first movie endangers the lives of others or is only one of many powers. Also, your superhero may not survive to the end of the third movie or may face insurmountable odds that can only be resolved through the creation of a fourth or fifth movie.
Write and submit your screenplay or premise to a reputable agent, firm (Hollywood film) or network (for TV movie) or write and produce your independent film. If you are uncertain of how to write a script, read David Trottier's "Screenwriter's Bible."