You might have wondered why it is possible to make a program that plays grandmaster chess, but not a program that can play poker at the highest level. The answer is quite simple. In chess, all information is on the board and there is often one superior move to make. Poker, on the other hand, is a game of incomplete information, which makes it much harder to analyze. It is however possible to create a blackjack program that can win the casino by using so called "card counting" algorithms.

Although it's possible to write a really strong chess program from scratch, you must remember that it's a huge undertaking. You will not finish it in a few weeks - it might (and usually will) take years before you can call it a decent chess player. But in the end it's worth all that effort when you see your creation crushing its first opponent!

It is also important to do some research before starting. Look at how other people wrote their programs and try to use the good parts. Don't feel bad if you don't understand what they were doing, but don't try to copy that code because it will only give you headaches later. Rather write less efficient code; but code that you understand and can fix.  

• First write a move generator. This generator should generate all possible moves in any position. It doesn't have to check if a move puts or leave you in check - we call this a pseudo-legal move generator. It is also a good idea to see how fast you can generate the moves.
  
• Write a simple evaluation function (you only need to look at material - give the king a very high score) Implement a simple search function (minimax or alpha beta) and see how poor your creation plays!
  
• Now you can add some positional knowledge to your evaluation function and immediately you will see an improvement in game play.
• Change the high score of the king to checkmate, thus the program knows that it is all over when the king can be taken.
• Improve your search function by adding quiescence search and upgrade from minimax to alpha beta.
• You will probably find that your program sometimes gets stuck in a loop and make the same move over and over without getting anywhere. To fix this, give the score of a position some relation to the depth searched (the sooner you can do something, the better.) You can also add detection of draws by repetition.
• Add move ordering to your search - you'll be amazed at how much this help to search deeper (of course not if you still use minimax search.)
• If your program is relatively bug-free at this stage, you can start adding all kinds of enhancements like: Null move, History heuristics, Killer moves, Hash tables etc.

Last tip: Don't take things too seriously - if you get tired, stop programming until you're motivated again (even if it takes years!)