Enter the Application Name, agree to the Terms of Service, and click Create Application button.
On Edit Application page, which will be opened after application is created (or can be opened by choosing Edit Settings on My Applications page, while application you want to edit is selected), go to Canvas tab.
In Canvas Page URL, specify the URL, on which application will be available inside Facebook.
Now try to access your application via Facebook Canvas Page URL. You should get the “Logged out” page at first, with option to login. Once you login, you should see a “User ID”. This application doesn’t do anything, but this is your first app! You can add a “Hello, world!” line to it too, if you wish.