Get your supplies. Mostly this is going to involve paper and ink, but you may need a good comfortable chair and some inspirational items to keep you going. This step doesn't require going to the store and spending money, since ink and paper are pretty easy to come by.
Choose a theme. While you can compose a symphony without a central idea, it's hard to pull off and might not hang together as well as otherwise. Some strong human emotion is frequently used to bind the fabric of the movements.
Compose the first movement. This introductory piece needs to contain the theme and address, in some way, your feelings toward it. This doesn't have to be all of your feelings. It is a "rising action" piece with a fast beat.
Weigh your deeper emotions in the second movement with a somber and slow pace.
Trip along a scherzo composition in the third movement. Some classical compositions substitute a minuet.
Finalize your symphony in any way you choose, but remember that it's a closing piece.