The first step involves intense research, you cannot think of making a documentary before researching the main subject of your documentary. The documentary needs to have interesting characters, conflicts and plots as these will gain the attention of the viewers or else it will be another boring documentary which no one would care about.
Take your time for the research to be comprehensive; you will be surprised that it takes almost a year for some documentary makers to finish their research. Once the research process has been taken care of, it is time to sit down and write an outline regarding the main theme of your documentary. Do not go into too many details, as this is only going to be a rough sketch of your documentary. This outline is needed only to start shooting and during this time the concept of the documentary will take many shapes.
You now need to write down the questions that will be asked by the characters in the documentary. Your documentary will grow with the answers of these questions from your characters. You can develop the plot from here and add new dimensions to it.
Now with your script done, you need to start filming, but remember to keep bringing changes to your script with new conflicts in the lives of your characters. Soon the script will start depending on what you are shooting.
After completing the filming process, you now need to begin post-production where your script will be changed as well. Write a new script, which will help you and your editor get a better perspective on the story.
Once the editing is finished you have to write the dialogues of the narrator.