First thing I do is get things planned out. I figure out what dungeons happen in which order, along with the items found in each one,
a general layout of the overworld, some HCP locations, etc.
For overworld design, I usually have a really rough idea of what I want an area to be like, just the biome, size of the area, and maybe a very basic idea for layout. There's not nearly as much need for careful planning in the overworld due to lack of puzzles, obstacles, etc, so I honestly make a lot of the details up as I go.
Dungeons do take some thinking ahead, especially if they're big or complicated. It can be really easy to screw up a dungeon's design if you're creating it on the fly. Missing keys, extra keys, wrong warps, accidental roadblocks, the list goes on. Planning a dungeon out on paper beforehand can help prevent those issues from popping up during actual development.
I don't know how to help design a story... I'd suggest going to Writing School for that.

