1. Take a piece of paper and write down what type of game you want to make, what features you want and how it should play.
2. Open your favorite Java(because thats the language you know best) IDE and start by coding a game loop and proceed to get something on screen.
3. Then add one of the features from your paper, debug, look how it runs and how it shows up on screen, fix it.
4. Commit what you have done into source control or at least copy it to a backup
5. Repeat from step 3. until the game is done.