As with all unfamiliar scripts, doing some writing exercises is essential to understand the entry and exit strokes, and the structure of the letterforms. Below is a sheet for practice; use a pencil or other “direction-agnostic” tool when starting with writing exercises.
And if you are unsure how to write, use the crib sheet linked to below. The important difference from the Latin script is that in Greek the instrokes and outstrokes are predominantly horizontal, rather than vertical.
If you are starting to design Greek letters, it is good to avoid the alphabetic sequence. A good basic set to begin with is alpha / epsilon / eta / iota / mu / rho (α, ε, η, ι, μ, ρ) which give a structure to the main counters, and some form to instrokes and outstrokes. This sequence will also allow many typical test words, such as είμαι, αίμα, ηρεμία, άρμη, ρήμα, ημέρα, ερημιά.
Try to group letters by their features. Here’s one grouping:
αδορσυωφβθ ες ηιμ γνχλ ζξ κ πτ ψ[φ long]
And another (with thanks to IV):
αηιμυ ψφ βδεθορσω πτ ζξς γκλνχ
Always start designing a typeface with the lower-case: (this is what people read, after all). The alpha, epsilon, eta, iota, mu, and rho are the optimum starting set.