Honestly, I would not recommend leaping straight off into creating full-fledged headspace. We’re going to start simple: a table.
Imagine a table. Imagine it in as much detail as you can. Is it round or square? Wood or plastic? Elaborately carved or simple? Try and fix it in your mind’s eye as best as you can. Imagine what it feels like under your hands. Can you smell the old resin in it? Does it hold the warmth of the sun? Feel free to imagine yourself interacting with the table however you like. (If your other system members want to, go ahead and let them, but don’t try and force it. This is baby steps.)
Once you have a good image of the table in your head, go and do something else. Wash dishes or read a book or whatever. Then try to come back to the table and make it mentally pop up. The goal is to reach the point where you can access the mental idea of the table whenever you want. Eventually, the plan is to get so used to the table that you don’t need to obsessively pore over every mental detail to get it fixed in your mind.
The reason I’m starting off with a table is that some people’s headspaces are incredibly hostile. If you’re like us, your headspace is basically a manifestation of your subconscious; you do not want to find out its malevolence on first go. The table is an inert object, and less risky. On the off chance your imaginary table starts misbehaving, banish it. This is your mind and your rules. You are under no obligation to tolerate tomfoolery.
Once you feel pretty stable with the table, then you can start working your way up with more complicated things. Maybe build some chairs around the table, then a room. Try and get your system members in on the business; if they have a say in creating it, they may be more inclined to use it.
Try and work with your own inner mythology to create a space that is safe and enforces useful order. What are you interested in achieving? A more orderly way of enforcing front? Perhaps create a specific fronting area, be it a room people enter or a beam of light that focuses on whoever's fronting. Do you want a safe area for system members to scream, cry, or find emotional release without splashing it everywhere? Try creating a safe room for folks to do that in. It might not work instantly and as effectively as you want, but it's at least worth a try. Do you want folks to be more comfortable? Try populating the area with squishy soft chairs or beanbags, or let folks make their own private rooms.
The sky is the limit for how you'd like your headspace. Whatever catches your fancy. Our headspace, for instance, is built for security, with thick walls and sealed doors for containment. Other people have elaborate houses and forests and planets. Do what works for you.