You should begin by learning to draw a cube lit by a single light source, accurately. Then an egg. Then a teapot. Learn to see how the environment affects the visual aspect of the object, and how it affects the environment.
Then learn to build formal perspective. And take it on from there.
If you can already draw simple objects and have some knowledge of perspective, I'd begin by looking around you and drawing what's there. Rooms, streets, yards, parks... if it's in front of you then you can study how the rules of perspective work in real life. After that it's all just details.
If perspective confuses you, you'll have to start with that.
I just wanted to add that if you are having trouble "setting up" the drawing it sounds like you are not using reference. If there isn't an easily accessible area around you that you want to draw, then get onto google images and type in "forests" or "caves" or "landscapes at night" or whatever it is you want. Find some photographs you like, print them off, study them, draw them and paint them, or parts of them. Make sure you go outside and do studies from life too, even if it's just odd trees and rocks and so on.
Once you have a little experience with this then you can start pulling elements from different sources together to create your own environments, including fantasy environments. Do thumbnails before you try to just jump into a full drawing - that is what professionals do. Try different layouts. You can do simple value studies in thumbnail form also. You shouldn't start your final drawing/painting without knowing what you are doing and why.
Assuming you understand the principles of perspective (and if you don't, you need to study that before doing anything else) simply doing a little planning before you begin your pieces and practicing drawing and painting the elements of them should be all you need to do.
Jack Hamm's "Drawing Scenery: Landscapes and Seascapes" would be an excellent starting point. I would combine that with Gurney's "Imaginitive Realism" which is the best book out there on process. I would also recommend "Carlson's Guide to Landscape Painting". Those three will take you quite far along with working directly outdoors.
What would Caravaggio do?