O.K., first things first.
There is no right or wrong way to write, just what works best for you and what works best for others.
Every person that sits down to write a short story or book, will have similar experiences and experiences that are very much their own. What works for me may not necessarily work for you. One person will sit down time after time and write a paragraph or two, until they have completed their book. This may take them months or years to accomplish. Another person may sit down on a friday night and by monday morning, they have a completed manuscript for a book sitting in front of them. Some people write using a computer, some a note pad, and others use napkins at their favorite coffee shop or diner. But the one thing that we all do share, is the deep desire and drive to express ourselves in written form.
So sit back, clear your thoughts and allow your imagination to run free, and let's see what story is hiding inside of you.