Although most birds wont be nesting until the Springtime they do start looking for sites soon.
There are essentially a couple of types of nest box, one for small birds like blue tits which have a small hole at the front of the box and one for birds like robins who need a larger more open entrance. There are also specialist boxes for birds like owls. Ideally you would have a variety of types of next boxes.
It is important to site the boxes in areas where there will not be too much full sun for too long. sadly baby birds can get overheated and die in a box that is exposed to too much sun so shade or semi shade is best.
Next if it is a box for bluetits it may be wise to buy a protector for the hole that simply fits over it to prevent woodpeckers from pecking at the hole to get at the baby birds.
Of course ideally site the next box where cats cannot easily gain access.
There are many different types of next box available. All the birds need is a simple structure which is well made, dry and large enough. However you can also buy simply beautiful next boxes tat are decorated, look like houses or castles, have gardens everything! It all depends how you want your garden to look.