Awesome stuff peeples - I think deciding that you want to write one is the first step. I recently made a similar leap...
Different peeps (sorry, I could not resist) have different techniques that they are more comfortable with and generally the two schools of thought seem to be either that mentioned by Duchess - dive in and let the adventure take you where it will - or the more rigid approach - use a Mind Map, such as Freemind, to plan your attack.
Which version will work better for you is something that you alone can choose based on your creative process. Neither process is right or wrong, it is more about finding what suits you best and I have learned that my own technique is a mixture of the two.
I don't have the beautiful, free-flowing creativity that Duchess seems to have and would feel quite out of my depth without fairly determined structure.
Conversely, Duchess might feel quite limited and restricted by the structured approach I prefer with mind mapping and structured characters, plots, settings.
The only advice I would like to give on the foundation of the answers you have received so far is: follow the method that appeals to you, and if that method evolves and changes into something uniquely you, congratulations!
My experience has been one where the "great initial plot" was contrived and mind-mapped; then ancilliary bits of stuffing were added and this in turn necessitated the addition of new character etc. The entire process was still fairly organic, driving itself forward into new areas.
I personally believe that it is this organic growth, which has not been planned out in intricate detail, that will give your book a flavour of you.
Try a short story with a mind mapping-type download (you can find them on google etc) and see how you feel about that structure. Not for you? Broadly plan you plot, find a quiet space and start writing.
Best of luck and keep us updated. Tell us an awesome story!