Hello there Nellie! Welcome to the forum and the fandom! I'll be your guide tonight. Buckle up and let's go!
Though there's not that much to talk about really... There's no bad way of making a fursona. Figure out basic things like fur colour, markings, clothes, maybe some theme or interests if you're not basing the fursona on yourself. And remember, you can always change things you aren't happy with later, no-one will tell you you're doing it wrong. After all it's meant to be fun, so as long as you're having fun you're in the clear.
Speaking of fun though, maybe say something about yourself? What do you like to do and all that.
If you have any other questions I'm at your disposal.
I hope to see you around!