Start with a simple language like parsing JSON or S-expressions and do it in a language you already know. There are a ton of tutorials you can find online along these lines!
Do you know Haskell? If not, I suggest you get accustomed to the language, and then read about monadic parsing [1] through Graham Hutton's work. Graham is a famous CS professor at U Notthingham, appears often in ComputerPhile [3,4], and wrote a book on Haskell [2].
I had to write an interpreter, optimizer and engine for a declarative language plus bottom up knowledge base in Haskell as part of an assignment, and an exam in a graduate course on advanced programming. Haskell made the problem significantly easier compared to languages I am much more comfortable with, like Python or C.