The Language Construction Kit is a collection of HTML documents written by Mark Rosenfelder and hosted at Zompist.com intended to be a guide for making constructed languages. The Kit proceeds from the simplest aspects of language upward, starting with phonology and writing systems, moving on to words, going through the complexities of grammar, and ending with an overview of registers and dialects. This sensible progression, as well as the warnings against common oversights, frequent use of examples from natural languages, and healthy dose of humor, has earned the Kit its popular and respected status among the Internet conlanging community. It has been translated into Portuguese and Italian by fans.
External links
Language Construction Kit (http://www.zompist.com/kit.html)
But suppose you want to construct a language that might be of some practical use for communication in your fictional universe...
For the Láadan language, which was constructed to express the perceptions of women, I began by translating the Twenty-Third Psalm, because the King James Bible is one of the most masculine-perception-expressing books I know of and that psalm is the right size.
Many contemporary linguists insist that the Sapir-Whorf hypothesis in its strong form (language controls perceptions) is nonsense, which is true, and either ignore the weak version (language constrains and structures perceptions) or call it nonsense too — which is false, and is itself nonsense.
An artificial or constructedlanguage (known colloquially as a conlang among aficionados), is a language whose vocabulary and grammar are specifically devised by an individual or small group, rather than having naturally evolved as part of a culture as with natural languages.
Constructedlanguages are often divided into a priori languages, in which much of the grammar and vocabulary is created from scratch (using the author's imagination or automatic computational means), and a posteriori languages, where the grammar and vocabulary are derived from one or more natural languages.
Since these languages are not usually intended for easy learning or communication, a naturalistic fictional language tends to be more difficult and complex, not less (because it tries to mimic common behaviours of natural languages such as irregular verbs and nouns, complicated phonological rules, etc.).