Hearthstone is a digital card game by Blizzard and these notes are about building decks in it.

Start by thinking what works with your hero power.

Warlock's hero power works well with low mana cost minion decks because
the hero power allows extra cards to be drawn.

Then look at hero specific cards and what works with them. You are looking for cards that are ok on their own but overpowered when combined. A common pattern is that card A has a minus side but card B negates it.

Minion A is strong but cannot attack.
1) You can silence the minion with spell B.
2) You can give the minion a taunt with minion B.
3) You can destroy the minion to deal damage to all enemies with spell B.

A well balanced deck has cards for every situation. Most gimmick decks are missing a counter for one of the following situations.

2+ cards with taunt or that give taunt
2+ cards that deal damage to or kill multiple enemy minions (aoe, board clear)
2+ cards that neutralize single minion abilities (silence, kill, high damage)
2+ cards that remove high attack minions (stat change, kill, high damage)
2+ cards that change on board minions so you can get better trades (buff, nerf)
3+ cards that let you draw more cards (2+ low-mid mana, 1+ mid-high mana)

A well balanced deck has a stable mana curve. Means that you will have something to play for each full mana 1, 2, 3, 4, etc. This requirement can be changed with other cards or hero powers e.g. druids get extra mana crystals more easily while warlocks can play with a lot of low mana cost cards.

Having 3 or more actionable minions on manas 2, 3, 4 and 5 is advisable. By actionable minion I mean a minion that you can play on the field without losing any value, excluding enemy trades. But have at least 4 low mana cards that you are willing to open the game with.

If 4 / 30 are desirable and you want them aggressively.
Going first: 61% change to get one of them + ~15% chance on the first draw.
Going second: 73% change to get one of them  + ~15% chance on the first draw.

Check that you have 4 ways (not cards) that will allow you to finish the game. Just adding high attack minions is common. For combos, you need more finisher cards.

Check your deck's minions-to-spells ratio. A safe way is to have around half minions and half non-minion cards. Depends on the class, e.g. mages tend to have more spells while paladins tend to have more minions.

15 or more minions.
15 or less spells and weapons.

Step-by-Step Deck Building

Pick a class:

• Keep your hero power in mind all the time.
• On each card you pick, check cards that combo with your hero power.

Note that card mana cost is not always the effective cost. Before we go into selecting the cards, this is something to realize.

Some cards are not meant to played alone. For example, Preparation is 0 mana cost card but always requires a follow-up spell. A simple example but there are also a lot of Inspire cards that require you to use your hero power right after it's played to gain the extra benefit.

Building the base:

1. Pick minions that can be played without precondition.
2. Pick 3x 1 mana minions.
3. (for 2 mana cost, rely on hero power to always give some value)
4. Pick 3x 3 mana minions.
5. Pick 6x 4 mana minions that are hard to remove; 5+ health, resurrect, etc..
6. Pick 2x 5 mana minions.
7. Pick 2x 6 mana minions.
8. Pick 2x 7+ mana minions.
9. This will leave you with 18 minions or spells that summon minions.
10. You do this is to establish and maintain decent board presence.

Extending the deck:

1. Pick 3x 0-2 mana cards that deal single target damage.
2. Pick 3x 0-4 mana cards that deal damage to all enemy minions.
3. Pick 2x cards that silence or kill a minion.
4. Pick 2x cards that allow drawing 2+ cards given good conditions.
5. Pick 2x cards that combo with at least 4 cards on your deck.

There! Now you have fairly balanced deck of 30 cards.

For your starting hand, try to get a nice flow for turns 1-2-3-4. Don't worry about the rest.

In general, the best way to use 2nd player coin is to boost yourself to 4 mana to summon a minion with 5+ health.

Arena

Normal pick:

Free :   60%
Common : 40%

Picks get upgraded to higher rarity levels by chance. But 1st, 10th, 20th, 30th pick are always rare+ picks. At any rare+ pick, you can get one of these sets:

3 rare cards
3 epic cards
3 legendary cards

Rare+ pick distribution:

Rare+ :     4x per deck guaranteed
Epic :      20%
Legendary : 2%

The most common distribution is:

15 Free cards
10 Common cards
4 Rare cards
1 Epic or legendary card

Sources

• Arena Draft Quality