That's way too vague, mate.
There's a lot of tutorials on the site. You might have to do a touch of digging. Go through all of the major sections and look at the stickied threads. There's a lot to read, but it's absolutely filled with wisdom. Definitely make sure you read the safety material. Costumemaking can be really easy and safe, or really complex and involve a lot of danger, including but not limited to bruises, cuts, lacerations, burns (temperature), burns (chemical), accidental self-adhesion, electric shock, inhalation hazard (fine particles), inhalation hazard (organic solvents), exposure to carcinogens, or death. Depending on what you're doing, gloves, goggles, a good set of respirators (and I mean an honest-to-god fume respirator that's good for organic solvents), and a general sense of self awareness can save you some flesh now, or from having a cough that just won't go away 30 years from now.
At this point you should be familiar with the major methods of making things - for armour, these generally are pepakura (more involved, rigid, heavier, typically true to a scaled pattern) or foam (cheaper, lighter, soft parts, often takes more creative vision), and have their own variations in practice. It also really helps if you know what sort of project you'd like to build. Guns? Armour? And how involved do you want to make it? What resources do you have at hand? Do you have a 3D printer and a laser cutter, or do you not even have a proper workbench? A lot of the questions you have will be answered by looking at some of the more impressive and better documented builds on the forum. It will also help you narrow down what project you want to tackle and how in-depth you want to go.
When you've done some research, you have a basic understanding of the common construction and finishing techniques, and you have a very good understanding of proper safety precautions, and you have a better idea of what kind of project you want to tackle, come back and ask. Myself, and the much more experienced userbase of this forum (99% of whom are very nice people) will be glad to point you in the right direction.
Welcome to the 405th, Trooper. We look forward to seeing what you come up with.
