First thing you should do before you start developing blog and pages in wp theme (of course only if you didin`t done this before) is download and import to your wp installation Wordpress Theme Unit Test Data it helps you to develope your wp theme. Second thing you should have and which helps you in developing blog is WP Monster Widget .
Your first step should be index.php file. This one is responsible for displaying post on page. It depends form the project but usually your this page should be displayed in three variants:
This one like any other blog setting should be set in blog section in Customizer options.
To display post you can use Bumblebee theme function
Remember to proper style all worpdress lists pages:
Next thing you should do is develop every type of wp post. Wordpress by default have this type of posts:
You can see how every post type should look property on wptest.io.
When you finished with default blog and sidebar look your next step should be coding Custom Post Types if project need them templates. For more information see Custom Post Types.
The last thing you should do after you finished developing all posts types, lists pages and default widget is work on all custom pages in your project.
Every project has unique pages wich you should code and register as a page template - eg. error 404 page -
After you finished develping Header, Footer and Blog you should go on Codex Theme Testing Process and check all the points.