Select a nice glass or food-grade plastic jar to be your starter's home. It should have room to grow - I use a 32oz mason jar.
Fill the jar with a 1:1 ratio of flour to warm water. I use a 50/50 mix of whole and all-purpose flours, but you can certainly use only all-purpose flour if that's your preference. Make sure your water is "warm," not "hot." It should feel comfortable to the touch.
Stir the flour and water thoroughly until you have a thick batter. Leave out in a cool, dry location with the top off.
Observe for any signs of yeast activity, such as bubbling or a smell of ripe fruit. This could take up to 5 days.
After you notice yeast activity, maintain your starter with regular feedings. Discard 80% of your starter and then mix in another 100g of flour and 100g of warm water. If you don't feed your starter, it will die, and dead starter will not leaven anything.