From your interest we can assume that you are interested in if not involved in Board Game design.

Research : 

There are a lot of games out there thousands of new games are published or created every year for this vast market many of them do not get published and quite happily the designers create PNP (Print and Play) versions and are happy to collect donations from their players (and this does happen).  Reading about and learning about game design in all of its facets is a vital part of your journey to your game being realized.  One of the biggest sources of designers information comes from "Board Games Geek" or The Geek" as gamers tend to know it by.  Many designers share their experiences good and bad in these forums and many questions get answered there.  There are a wealth of websites out there which offer free information and even paid tutorials solely focused on board game design.

The Concept

All games need to have a concept in many cases these may be abstract where game pieces have no relation to any physical entity like Solitaire or Mancala. More normally however your game will be about "something" from developing civilizations right through to destroying them in space the only limit to your concept for your game is your own imagination.

Mechanics

Mechanics refers to the methods that your game will use to enable interaction with the game and other players.  There are a lot of game mechanics and new ones are developed for new games all the time.  In the board game industry it is rare for a mechanic to be exclusive to a game although it is kind of customary to put your own spin on it.  Mechanics are such an integral part to the board game that they are used to describe game genres.  Worker Placement, Card Drafting etc.

Rules

Often one of the last parts of the game to be completed but an essential