You can only build on areas of a world that don't already contain other people's objects. Try to find an area that is big enough to build what you want, and that is not part of another person's property. The only thing that is necessary to claim a piece of land as your own is to place some of your own objects on it. Property built by tourists, on the other hand, can be deleted by anyone. You can always remove them later when you are ready to build in that exact spot.
Nothing ruins the look of a world more than lots of shabby, sloppy building.
Selecting a Starter Object Find an object that's near to where you want to start building. You will soon have a chance to change a copy of this object into something else. Right-click on the object once to select it. The new copy will appear behind the original. The yellow rectangle that indicates a selected object is now around your copy.