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You can either build the website yourself or contract the development to a web development company. There are a large variety of site-builders out there, or you can code it from scratch if you're confident in your abilities.  Make sure that the website can handle all of the features you want to use. For example, if you want users to be able to comment, you'll probably want an account management tool. If you plan on streaming video, you'll need to ensure that your website will allow you to easily embed streams. Try to get website proposals from several different web design companies. This will give you options and allow you to pick the style that matches your needs the most. A web host is a company that hosts your website on their server. You can find free hosting, but this is generally unsuitable for a moderate amount of viewers. You'll want to find a good host that allows you to scale as your site grows. There are few things more headache-inducing than changing hosts once your website gets big. Choosing the right host from the outset can make things a lot easier down the line. Once your site is ready, you will need to upload it to your host server. If you used your host's site-building tools, this will happen automatically. Otherwise, you will need to publish it using an FTP client to access your server. You're going to want some content ready to go before your site goes live. Without any content, no one is going to come to your site. The content you create is dependent on the type of site you are creating. Below are a few examples:  If you are creating a review site, publish a review of whatever game you just finished, even if it's older. This will give you some experience writing and give people something that can be found in a search. If you're writing a game news site, find some recent press releases that relate to your niche (PC, consoles, handhelds, company, etc.). Publish these press releases and add a few opinion pieces surrounding these press releases. If you are writing guides, write a detailed guide for your favorite game. Make it in-depth and try to cover aspects that aren't covered in detail in other guides.
Build the website. Find a host. Upload your site. Add your initial content.