The first step is to figure out what types of chords can be generated from the scale. Learning to harmonize scales in triads and 7th chords is a typical approach to this.
Once you know what types of chords can be generated from the scale, try stringing two or three of them together and see if you can make the chord built from the tonic of the scale sound like the resolution point for the progression. That chord needs to sound like the home chord of the progression.
Most people start by learning lots of chord progressions that have already been written and analyzing those chords for function and position within a scale and/or key. When they go to write their own progressions, they already have an idea of the types of things that sound good.
