Everyone plans differently - or doesn't plan at all - but personally, I really need the completely story, from start to end, mapped out clearly in my mind before I put metaphorical pen to metaphorical paper. Some prefer to just dive in and see what happens, but I find that utterly impossible for me. It's probably because I'm a very organised, structured type of person, but I really need to know exactly what's going to happen first. It often happens, though, that once I've got stuck into it, another idea will spring to mind, causing either rewrites or a change in plan for the direction of the story, but that's fine; in fact, it's a good thing. The downside to my approach, though, is that I often find it tortuous to come up with the entire story, complete, in advance. It can be very frustrating indeed. On saying that, though, the "dive in and see what happens" approach has its serious pitfalls as well, since you can get halfway into a story just to find it grind to a screeching halt because you've discovered a giant plot roadblock that's impossible to move, or that the story really isn't as interesting as you'd hoped it would be.
Which approach you take is entire up to what you feel comfortable with. I would strongly encourage research first before you start, though, although that will depend on just what your story is about. If it's set any time in the past then research is vital. I've come across a story in the past that was set in the early 1970's, and people were walking around with mobile phones (cell phones, in the US). They weren't around then! And besides, the first ones were big things attached to briefcase sized contraptions. (I remember them well!). Mistakes like that can make a story loose credibility, and make the author look a tad silly.
I don't write bio's for my character before I start. I know that seems to be a growing trend, but it's only because more and more people are playing rpg's (role playing games) where bio creation is imperative, and they take that over into their standalone stories. But I think they're of very limited value in proper stories. They can cause the author to feel they MUST go in a certain direction, because that's what their bio says. And if they have to constantly keep changing the bio as the story goes along then what's the point of the bio in the first place? You should definitely have a good idea of what the character is going to be like in advance - naturally - but mapping out a full biography just isn't necessary, especially in a short story. You can make notes about the salient points, but that really only becomes important if you're going to be writing a full-length novel. I'm a believer of the story dictating, to some degree, how the character turns out, rather than the other way around.
Believable, convincing dialogue is something that most inexperienced writers have serious trouble with. There's a few recommendations I could make. Firstly, find a book that teaches authors how to write dialogue (I have "Dialogue: Techniques and exercises for crafting effective dialogue" by Gloria Kempton. But there are many others as well). Another thing you can do is really pay attention to how people talk when they're with friends or family. Concentrate on what they say and how they say it. They might think you're a bit odd, but never mind. Finally, find a good novel, by a quality author, that has plenty of good dialogue in it and see how they do it. That's how I learnt virtually all of my writing, from watching how other authors did it.
Describing the scenes is more tricky, and something I know I still don't always get right. Which approach do you take? Some authors like to be tremendously expressive and use all sorts of flowery, colourful words and phrases that no-one, besides an English professor, has ever heard of. I personally think that usually comes across as pretentious bullshit, designed to make the author sound smart. You REALLY have to be good at it to pull it off to any degree, otherwise it'll fail horribly. But another mistake some inexperienced writers make is to create a sort of check-list: "There was a table, two chairs, a cupboard and a rug." That can be a tad boring. You don't have to describe everything in the room immediately upon the character entering it. Perhaps the first thing he notices is the candle on the table; he then sits on one of the chairs. Later he picks up some keys on the cupboard to examine them. As he leaves the room, he trips on something and looks down to see it's a rug that's been bunched up. Describing people can be the same way. Don't feel you have to describe every feature of the person from the first moment the character meets them. After all, when we meet a new person for the first time, do we really notice very single thing about them, right from the start? I know I don't. I used to chat with a lady in a store regularly, for maybe a year or two, and had never noticed anything about her face other than it being quite attractive, until she pointed out a scar on her chin. I'd never noticed it before! To her, though, it was horribly noticeable. (I can relate to that).
The best thing you can do is simply to practice. Keep reading good books, keep writing, keep practising different thing, and get advice from a trusted friend who knows what they're talking about, if possible. The absolute most important thing, though, is to have fun and enjoy it!