Have a large and powerful enough military to protect your claim. You'll also have to have some kind of government in place to be able to enter into treaties with other countries since you won't have an economy starting out and you need to trade with other countries to establish one.

Kill anyone that objects most countrys were founded on blood.

The U.S. did this: got authorized representatives from all of the local governments who wanted "in" on the new country and then had those representatives sign a declaration of independence. If you want to do it solo, then you need to acquire the status of government yourself. For example: if you were elected Governor of - say - Rhode Island, then you could unilaterally declare independence from the U.S.A. Of course there would be a legal challenge in court, and maybe some dispute from state legislature as well, but still - the declaration would have some degree of (legal and political) force as it was made by the one person in Rhode Island authorized with political power over the whole state. You could do the same as mayor of a city...for the city. *** Another way is to purchase land (territory) not yet claimed by any government and declare that territory to be an independent nation. For example: you could create (construct) an artificial island in international waters and declare that island to be an independent nation. For example: you could purchase territory on the Moon or Mars (there are a couple organizations that sell such territory semi-legitimately) and declare that territory to be an independent nation. Etc.