First, you should get all the ideas in your head, or if it's a complicated game, on paper. Then you should find music that suits your game. The music will 'lock' your thoughts so that when you start modelling, all your models will have the same theme. After finding music, you can either start modelling and texturing, or begin concept art. When most of your models are complete, you can build a level in WED, then write a script for it.