For the most part you should just tinker and experiment for now. Look up guides if you are stuck or ask in the "Quick Modding/Hacking Answers Thread". When you get a feel for things start off with small mods. Ambition will burn you out if you listen to it early on. Get a mod under your belt first.
Can take both constructive and de-constructive criticism (depending on what you make you may get both)
A strong idea
Remember: mods aren't something you make over-night, they take time and effort. All of the great ones like Jenka's Nightmare can take years and many, if not most mods, run the risk of abandonment because of a lack of motivation or just you're not knowledgeable enough and your ideas become too outlandish for your skill level.
It's about finding the right amount of passion too, you can't just blaze through some progress and call it a day, you need patience. And look at other mods, see what ideas they had, try and either build upon them or make something new out of them. A personal example is in my current mod, ACSS. In it, I use a teleportation system with a "wire" hanging from the ceiling and the blocks move you from teleporter to teleporter. In WTF Story, the first level has segments separated by "wires" that act as teleporters to grant access to the next part of the level.
If you will forget what I said, remember at least this: Patience is key.
As a little side note, I would recommend OgrMaker v2.1.0 instead of 1.3.4, since version 2 has a much better interface. The one thing you need to watch out for is that when making your org files compatible with Cave Story, your drum tracks need to be set as Bass01, Snare01, HiClose, HiOpen, Tom01, and Per01, respectively, and the last two drum tracks shouldn't be used.
Ballos' Return (Originally known as hell challenge) A poor attempt at a kaizo type mod with lots of bad design choices and I had little knownledge of TSC. Now I have ACSS which is a mod I'm much more proud of. Ballos' Return was at the time, something I was proud of, but now it's seen as a first mod, and a bad one at that. But hey, nobody gets it right on the first try. It can be discouraging but as a first mod, it becomes a reference, a reminder to do better than it every time.
My first mod was Cave Story mod, a little experiment to familiarize myself with the basics of scripting and level design. I developed it basically over the course of a weekend. It was after that that I started working on Cave Story with a Fourth Ending, which took me about a month to make.
Assuming that you're not just asking whoever already posted, I guess I'll share mine:
- Autopilot: My first officially complete mod. It was quite the learning experience and it practically required me to extensively playtest every minute change I made. However, it technically isn't the first mod I ever began. That honor belongs to...
- Inner Demons: I started this mod somewhere around the end of November in 2015, though progress was almost nonexistent until the end of July in 2016; the modding contest in which I made Autopilot really helped get the modding gears turning for Inner Demons. It wasn't released until December 22, 2016, but it felt really nice to finally get my "first" mod out there.