This is often one of the first things I teach to newcomers when I PM them on this site. That's a great place to start! @Frinmulaar has a list of monosyllabic Dovahzul words in a Pastebin somewhere, so it would be a good idea to ask him for that some time, as that would be a fantastic resource for making a dovah name.
I personally waited until I better understood the language before creating my dovah name, and as a result I feel like it fits me better. Each rotmulaag was carefully chosen for its connotations, and they fit my idealized self rather nicely. It would be good to help others create names that resonate with them as well, but for beginners it is nice to have a name that fits them well enough.
Oh, could we come up with some examples that aren't from the game Skyrim? I'd love to showcase some silly dovah names. Some might be funny yet work well, such as Bahnahrah ("Wrath Fury God"), while others might not roll off the tongue as easily, such as Faazfaasvaaz ("Pain Fear Tear"). This could be a good lesson for what not to do when making a dovah name, or it could simply be a way to provide inspiration for some of the more whimsical students of Dovahzul.