First you've got to decide where you are going to blog. To me, this was the most critical decision. There are plenty of places to blog out there: Blogger, Word Press, Windows Live, and Freewebs - to name a few. There is even an adult one called Thumblogger.
Plus there are a couple of micro-blogging sites such as Twitter, Plurk, or Jaiku. They're fine if you are wanting to communicate and you don't have lots to say, but we are talking about longer blogs here.
In doing a page oriented blog, it is important that you have some log writing software. Many people use Word Press - I think this is mostly the Mac contingent. I use Windows Live Writer. It came with Windows Live, it was free and it seems full featured. Again, like your blogging host, there are a number of different programs to choose from and most of them are free.
If you don't have Blog software, you can use the online page that most blog hosts have for your blog. This is usually clunky to use and allows a serious error to occur. One time while using one of these pages, I wrote my whole entry and wanted to search for some additional information. I navigated away from the page and lost everything I had written.
Blog software, like Live Writer, makes publishing your blog easy. Besides doing WSYWYG markup, they allow you to upload the content and some even allow you to upload pictures. And not just to host sites associated with the software - anywhere.
Well almost anywhere, your host site needs to support one of the many protocols available to your blogging software. Freewebs didn't, that is why I stopped blogging there. That and it seemed to have a problem with some external images.
I was going to use Windows Live as my blogging site. But you only seem to get one blog per Windows Live account. So after looking around a bit, I choose blogger. Mostly because they were there, they specialise in blogs and I liked the look of their templates. I don't want to be spending a huge amount of time customising the site, I just want to write words.
A lot of people chose Word Press. Again, I think this is because they are Mac users but there probably are other reasons.
The last thing you need with a blog is decide on you content. I'm a pretty eclectic person so I wanted to write about everything. But I'm learning quickly that you can't do that. People have to take an interest in the subject matter of your blog in order for it to get read. This is what we are trying to achieve, isn't it? To have our blog read.
So pick a subject and stick to it - or do like I did and start a number of blogs, one for each subject you like to blog about. Before you know it you'll have more posts than you expect.