There are a couple type of blogs..
1) A thread started in the "Blog" section of these forums
2) A blog started at blogger.com
3) A piece of software you have hosted at a webhost that does pretty much what blogger does, but you have greater control over it..
Depends on what you want to do
Blogger is pretty easy to mess with.. but if you don't really want to do that, just start a thread in the blog forum with some catch title *laughs*