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Listen to lots of existing concept albums. Pink Floyd's "Dark Side of the Moon", "The Wall", and The Who's "Tommy" are musts for understanding the genre. You might also try listening to or watching some Broadway musicals - they're always working music around a story.

Try to become a good songwriter for songs generally. If you already write poetry or can play an instrument, you're already halfway there!

Try to identify your concept. What is important to you? Do you have a message you want to project to change society? Or have you got a vision of the future (or the past or present for that matter) that you want to turn into a story? Or do you just have a story to tell, plain and simple?

Once you've got some kind of storyline in your head, try to separate it into various themes or moods for different parts / scenes and WRITE THEM DOWN. That is very important - if you don't start writing SOMETHING down at this point, you'll never get anywhere. You don't have to have any songs in your head at this point - just moods and themes.

Try to decide on specific styles, sets of chords or repeating sequences of notes or chords (technically called "leitmotifs") or sound effects to represent different things. "Jeff Wayne's Musical Version of the War of the Worlds" is an excellent example of doing this.

Start writing lyrics and music around this framework you've built up.
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