Adventures can be created in a variety of ways, but this article is here to provide ideas and not to define every possible format the process can take. The desired end goal of this tutorial is to have an adventure of one's own making suitable for GMing.
To start work on an adventure you need a Setting, and some ideas. If you don't have any ideas you could try reading some Seeds (some are provided in every Genre and Worldbook), or watching films or reading books in the genre of your adventure. You will also need Non-player characters with fully fleshed out statistics when you're done, you might try thinking of ideas for those now too. This is the 'brainstorming' phase where you just come up with a bunch of ideas.
You might try coming up with a villain, a bad guy for the adventure, and plan for a confrontation with him as the climactic finale of the adventure. You might also think of some scenes that you can use in the adventure, such as the villains lair or a secret bandit hideout. You might start with a series of scenes that naturally lead to one another or completely random and unrelated ones to be strung together later.
After you have some ideas you should start solidifying them into an adventure. GURPS Mysteries suggests that each mystery adventure should have 7 scenes in it, you might try something like that. If you have an idea of how far your group goes in a single session you might plan for the adventure to have approximately the appropriate number of scenes in it. These 7 scenes are the key scenes to the adventure, there other other locations that come up such as hallways and roads that the players travel along, but unless important events happen in a place it isn't a key scene.