First you want to figure out what your setting is and what's going on. After that you want to figure out who the participants are and what their stake is in the story.
After you've figured out the basic story, you start off by fleshing out the setting.
Think about things like: tech level (transportation, weaponry, construction and communication), magic (how strong?), telepathy (how strong?), environment, society and economics.
Once you've got the setting fleshed out, you can flesh out the entities that have a stake in your story. What do they want? Why do they want it? What are their means to achieve it? And what hinders them from achieving it? What is their personality? Appearance? What is the entity's relation to the protagonist(s) and antagonist(s)?
At this point you can start writing your "triggers" for all the entities in the game. It should also be obvious what their attitude is to the PC under certain conditions.
It would be handy to define certain settings in which you are sure the character can be encountered. Scenes should develop quite easily and naturally at this point.
Final hint: In the first scene, you put the gun on the table. In the second scene you pick it up. In the third scene you fire it.
btw: this comes from an experienced gamemaster (p&p rpg's) and who has written and run stories for RPGs.
A few things I learned there:
- Think of 5 solutions and your players will think of solutions 6, 7 and 8. Allow 6, 7 and 8 to be implemented too... somehow.
- Don't overdo it, keep things clear and simple, but do challenge your players.
- Don't rush it, unless the story requires it.
- Give the players the idea they are in control (don't railroad).
- The world should have events independent of the players, this creates incentive to act.