The long answer is to first think whether you wish to sell what you write or at least have it published or not.
If publishing isn’t your goal, then just put the seat of your pants to the seat of a chair and write whatever comes to mind.
If you want to be published, then be aware that the market for short fiction that pays a professional rate is small, mostly science fiction and those stories are read by gamers so must appeal to the problem solver mentality. But there are a lot of other publications out there other than science fiction that publish short fiction for token payment and/or name recognition.
Once you’ve decided what genre you want to write in, read that genre and see what’s being published. Then take your favorite story— one you think you could have written— and take it apart. Then rewrite it your way. Or write another story if that’s what your mind is telling you to do.
Then submit it. If it’s been a while since you went to college, you’ll find the submission process has changed. It’s now mostly electronic, which is much easier and cheaper than printing out and mailing off all those pages.
Then sit and wait and, while you wait, write another story.
