Try making different parts, but don't think so much about the order or anything. Play some things, use different sound, and since reason is midi you can always change your proformance instrument after recording. So if it doesn't sound right to you later, change your device. Try editing some of the sounds yourself as well. If you use the combinator it will help you see how Arpegio's are done and how you can go about wiring the devices.

It's all a learning experience at first.
When I first started reason, I watched the tutorial from propellerhead on the site under demo. It sure got me going, but I just didn't know how to go about putting a song together, you'll get it. Just keep at it.

-Arik