I would say that the first step in programming a game is to pick a game. That right, pick a game. You can design one from scratch too, but just pick a game.
Brainstorm a little. Will you go with a game that you are familiar with? How about a variant of a common game. Mabye you will go with a game from over the sea, or one from a couple of centuries ago.
Make sure you can nail down its rules. How many players? or is it a solitare -type game? What is the playing field like? Is there a playing field? Is it a race to be first? or to be last?
What are the pieces? And how do they move? Are there any limits to moving? Can you remove pieces? How? Are there conditions?
Go nuts. Go wild. Have fun.