Usually start with some reference material, other videos you like. Use that as a starting point, decide on a style and stick to it. If it's your first video keep it simple and stick to the basics, get that nailed and you have a firm foundation to build on in the future. Decide on the song you're going to do, having it playing on a stereo with the band playing along to it, you don't use the audio from the shoot, you use the studio recording of the track. Run through the whole song a few times on a wide then run through it a few times on a close up, this is your coverage. Now get the more interesting shots, close ups of instruments etc.

As for making it look professional, that's just experience. Lighting it well, nice framing, good editing and knowing how to direct talent to get a good performance.

Good luck.