First thing, is research everything. Don't commit to something if you don't really understand what it will entail.
Second thing, get your ideas marked down and drawn up. Until you know how it looks on paper, you won't know what you'll need.
Next, find a car that you can base your idea on. Don't go thinking you can build this car literally from scratch. But something close, then modify. If you dig enough, you can find a slew of old cars that you can get pretty cheap.
Now, here's the expensive part. Depending on how much you know about mechanical things, you're going to need to hire parts and people to do body work, paint, electrical, glass, upholstery, brakes, and more even on top of the engine/transmission, axles, and any frame work. You're also going to need a decent space to do this. If you don't have it, you'll need to rent it.
Once everything is done, depending on your state laws, you'll need to get it registered, insured and inspected.
Overall, unless you have that much time, patience, and energy, go to a custom shop and get some quotes from them.
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