The first step in learning to tell stories is to begin to understand story. I say 'begin' because like many things, Story has a small front door that conceals an enormous world behind it. Once you have the key to open the door, to see and understand the basic structures and elements of most stories, you can explore more deeply (if that appeals).
So lets start with the first aspect of story that I think helps us begin to really understand story. It is kind of a no brainer, but you'd be surprised how often people tell stories without it.
A story must have at least one scene, but generally speaking the more the better. A scene has two parts to it. Firstly it means that we the audience, can see something - a place, a person, an action, a sensory detail, some dialogue. Secondly there needs to be movement, action, something unfolding, something changing.
So that's it, just getting that part right and you have taken a first step to understanding story, which is the first step to telling great stories!