If you're going to compose a symphony, start by learning about the history of the symphony and the developments that this art form has undergone since its early days. Listen to some of the symphonies of Haydn and Mozart, then listen to the nine of Beethoven (especially the fifth, considered to be the start of the Romantic era of music), and then move into the Romantic composers, with the symphonies of Bruckner, Schubert, Brahms, Liszt and Berlioz. Listen to how the forms and instrumentation of the symphony change over time. Think about what sorts of classic forms you want to imitate and which things you might like to do that are original.
Compose a few major themes (melodies) around which your symphony will be based. If you plan to write a symphony with a programmatic meaning (i.e., a "story" behind the music), decide on the significance of the themes as they relate to that program. How many themes you have is up to you and how long you plan to make your symphony. You should also think about how you want to treat the themes, how you might want to play and alter them throughout the music, and which instruments will play them.
Chart out your symphony before you compose it in order to get a feel for the overall shape of the piece. Create a line diagram in the form of one long, horizontal line for each movement. Along this movement, label major events you plan to have in the music. Use any terminology you like; this isn't an exact science, just a way to help you visualize and keep track of your efforts as you go. This will also help you if you want to work on different parts of the symphony at the same time.
To keep things simpler to handle, write your symphony as a piano score to start; this way, you can develop the music on its own without worrying about instrumentation. Once you're satisfied with the music in this form, start thinking about how you want to voice the instruments. If you want some inspiration as far as how to combine the colors of the instruments, listen to the works of Igor Stravinsky (considered a master of the art) or to Ravel's "Bolero," a work that showcases individual instrument color.
If you want your symphony to be played a lot when it's finished, it will need to not only sound good, but be enjoyable for your players. As you compose, and especially once you've finished the first draft, look over each individual part to assess that player's experience. Remember that it's both boring to rest too much and exhausting to play all the time. Avoid keeping wind players, especially brass, up in their high range for too long. If you can, have friends who play the individual instruments look over the parts and tell you what they think about whether the parts are idiomatic (well-written for the instrument) and what changes should be made.