Get a sense of your genre. Browse a few examples of work previously published by your target, just enough to get a feel for the tone. Decide on your main characters and the general plot. Remember this is a framework. You can change things as the story becomes more solid in your mind.
Here is the most important thing. Write the way you think. If your mind is dialogue driven, then write out the dialog first and fill in the background as needed. If you are more of a visual person, write out your descriptions and fill in the dialog as appropriate. If you have divided your story into a dozen plot points that are well outlined then you can jump around if you get stuck. This process is for less than 5000 words, if you jump around in a novella or novel, you may find yourself spending a lot of time rewriting. (Of course, I still write that way.)
Don’t be afraid to tinker with the process, find out what works best for you. The worst feeling is staring at a page agonizing over the next word in a sentence. Write the parts that are clearest in your mind first and fill in the rest as you go. Often when you get the dialog or description flowing, the rest will come to you. That is what makes short stories fun.
Have fun, if you enjoy writing, your joy will eventually shine through and spread to your readers. Find what works for you and, no matter what, keep writing.