Just a small and quick guide to help with deckbuilding.
1: What will be your win condition?
Before starting your deck, you need to decide what will be your win condition aka how you will win the game. (Milling? Board control and allies damage? etc) and what archetype it is going to be (aggro, mid-range, control). If you dont know how you will win the game, you cant build an effective deck.
2: Pick the hero and check your options
Now you know what deck type you want, check which cards will fit your objective. Pick the hero you think will help more on that goal. (Example: Zhanna can be a good control hero because of the healing ability, Moonstalker good at a mill strategy because of hiding, and so on). Control decks usually go for card advantage and are more focused in late game. Aggro decks needs cheap allies to deal damage and impose trouble for opponent before late game comes. Look for the cards that will back up the strategy you want for your deck.
3: Structuring the deck
You decided your strategy and picked the cards that will be useful to it. But you still need a consistent deck. So how many of each cards should you run? The perfect numbers you will only get with lots of play testing but as initial guide you can put 4x of the cards you consider "key" for your strategy and/or you need early in the game. 2x or 3x for unique cards or cards the are useful but you dont want to draw them early in the game (example: The Kings Pride). 1x for situational cards or small techs.
You need to always consider the resouce curve. You dont want too much 5cc+ cards otherwise you might found yourself in trouble on early game. You need to have a good balance in the cost of the cards on your deck, usually 2cc-4cc cards playing a major role in the deck.
Try to keep the deck as close as possible to 40 cards (39 + hero). This will help the deck to be more consistent and to draw the key cards in time.
You need draw cards to make your deck run smoothly. A good number is 6-8 cards of that type.
4: Making the deck optimal
Test, test and test. There are no perfect decks, every deck will always have weknesses. The best you can do is cover at maximun those holes, play testing will have a major role here. If you find yourself sacrificing a card too often, maybe you should rethink if that card can be replaced by some other.
To have an edge is key knowing the meta. If Moonstalker is dominant you might want to add something that counter stealth on your deck. If warrios are at the top, you go with attachment hate. Know how most decks are built and played will help you a lot here. But always be careful to not overtech or you will lose consistency on your deck.