Size of the parts you want to make, ie: cutting area? Expectations for performance, speed, depth of cut, etc?
What kind of equipment do you have available? Ie: Welder, bandsaw, drill press, mill? What kinds of materials are you comfortable working with to build this machine, ie: steel, aluminum, wood?
What is your budget? How much time do you want to spend building this?
All things that will help us to give you some relevant feedback.
The best thing to do on a first build is to find an example of a machine that works well and is within your capability to make, and do the same thing.