Make sure you have a complete list of requirements from your client. Do your best to fully understand these requirements, it will really help in your design if you do. If you define requirements, it might be easier, because you already have an idea of what you need to do. Understanding your goal is the most important part.
If there is an obvious part of your database that will be most important (for example, an application in the online application system), I usually start from there and process one part at a time.
Personally, I like to draw rough pictures (which ever makes sense to you, it doesn't have to be an official ERD) of what, in my opinion, will look like in the database, and revise it to finer levels of detail.