Reddit reviews How to Create Audio Drama: Even if you've never mixed audio before in your life
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So one thing to do would be check out some similar things that have come before, and see how they did it. Two series come to mind: I Love a Mystery and Jake Sampson, Monster Hunter These shows focus more on the "adventure" aspect, rather than the horror or fantasy. I'm sure the good folks arounf here could come up with more.
As for "how-to" information about production, you can check out the Audio Drama Production Podcast, the guys who run that also have a short book call How to Create Audio Drama (note: I am listed as an editor on that book, but all I did was format it to help them out, and I don't get anything from sales...)
All the while, start jotting down ideas and outlines, then keep coming back here to have "what's next" questions answered.
I, for one, would love to see an adventure series take off. Good luck!