This is something you need to be comfortable with doing if it is an option. You will need to be prepared that some people will judge you for doing it and look down on you and others will support you without judgement. I am in the process of finding a donor and I have received both support and a lot of judgement.
You will need to decide whether you want a known or unknown donor or maybe even a co-parent (a father who would be in the child's life but won't be financially responsible) and in that case would you choose a straight co-parent or a gay male who would be in the same position as you. You need to find a donor you like and then decide whether you want to do artificial insemination or natural insemination. Would you use a clinic or organize it yourself.
You would need to make sure the donor has had blood tests to check for any STD s. They would also need to do a sperm count to make sure they can even get you pregnant. If you have any major genetic illnesses in your family you will need to get genetic typing to make sure you are not a carrier and the donor would need to do the same.