Instructions
Design your story. Without a story, there would be no game. Whether you want to make a game based on the real "Yu-Gi-Oh!" universe or want to make a fan game with your own characters and ideas, it's a good idea to read up on the lore of "Yu-Gi-Oh!" before you start developing your own engrossing story.
Find sprites and artwork for your game. The Internet is a great resource to find game sprites and other artwork to use in your game. You can also always make your own with photo editing software, depending on your own personal art skills. Place these sprites and artwork in your RPG Maker XP project folder, or use the Import function to bring them into the project.
Create maps. By using the pre-existing tile sets in RPG Maker XP you can create houses, streets and other in-game environments tailored specifically to the "Yu-Gi-Oh!" universe and then add your characters into the game.
Use Events to make the story progress. Events are RPG Maker XP's way of detailing what happens in the game from dialogue, weather effects and battles.
Create monsters and battles. Be imaginative. Since "Yu-Gi-Oh!" is based on monsters in cards, you may want to make your monsters based on these cards, or make an entirely different battle system based on the "Yu-Gi-Oh!" card battling system. There are many different "scripts" you can use to make this much easier.