Here are a few tips that might help you out if you're a beginner:
1. Do an internet search on the type of doll you're interested in to get ideas and hints and an idea of materials you might need.
2. Use good quality materials if you can afford to. If you're scared you might mess up the first one or two, try making them out of inexpensive calico or something similar first.
3. Use small machine stitches when sewing up the body, I set my stitch length to number 2.
4. I find it much easier to fold the fabric in half, draw the body design on, then sew and cut out last. This way you can control the pieces more readily and can get really fine seams when you cut it out.
5. Draw the outlines for the body on with a dark pencil so you can be precise when sewing.
6. For sewing tight curves I use the rule of stitch, stitch, turn. For larger curves the rule is stitch, stitch, stitch, turn. Leave the machine needle down in the fabric whilst turning, and make the turn gradual, not sharp.
7. Take your time to make your doll, rushing or stressing is not enjoyable.
8. If you find yoursef getting frustrated with any aspect of your doll, leave it for a while. You will have a fresh perspective when you come back to it.
Any questions? Well, I'm still learning more all the time, but ask anything you like and I'll try to answer.