Building a new data warehouse (or converting to a new data warehouse) starts with asking the right questions and finding the answers that provide a starting point.
From a project point of view start with the following questions.
Why has the project started?
Who is your client, what type of person is he or she and what role / place in the organisation does he or she have?
What will the budget be to build the infrastructure (hardware and software) and create your loading processes?
Are you working in a team and if so, what technologies are familiar or lie in the ambitions?
If you are working in a team, what is the current spirit of the team? What type of people are there?
What are the expectations of your client in terms of desires and time constraints?
From a technical point of view start with a quick few questions to get a general idea of what the architecture should be able to cope with.
Will the data be be delivered or do I need to export it myself?
What type of sources do I need to load data from? Databases, flat files, video / audio, etc.
Will my data warehouse need real time data, near real time data, daily/weekly/ monthly/etc batches? How probable is it that I will have to move to an architecture that supports near real time data or even real time data?
Will there be expert users querying the data warehouse directly or will I be creating data marts for them to query?
Do I need to prepare data for a reporting and/or analysis tool?
What type of hardware and software is already being used for other applications?
Who will approve your design for infrastructure?
Will you be administrating the infrastructure yourself?
Write this down somewhere so you can look back at it, preferably with a date and who gave the answers to your questions. Use it as a reminder or to evaluate when the first deliverables are being finished.