I don't know of any courses, but I can give you some advice about getting started on your actual story. For me personally, I like to outline. After I have brainstormed and I know what I want to happen in my story, and in what order, I make out a bullet point outline with events and short notes. Once I have a loose outline and the story in my head, I sit down and write as long as I can or until the story stops coming easy. When the story stops coming easy, I start reading through it from the beginning to see if that will kick start the creative juices when I reach the point where I left off. If it doesn't, I stop writing for a bit and do something else. Don't try to force it because, at least in my case, it ends up sucking. But since you have an outline and a start, you can come back to it when your brain is refreshed and be ready to hack at it again. Sometims you have to leave a story alone for a little while, but make sure you come back to it.
Then you throw it to the wolves... aka a reading group. Your first story is probably going to be messy, but you'll learn a lot from it, and from the feedback you get about it. Perhaps it will eventually turn into something publishable, but don't expect that from the first draft or even the first version. The final, best version of the story may only have a vague resemblance of your initial draft, but that's okay. Re-writing is like that.
Anyway, that's how I go about it. I'm sure other people have different methods.
