Start by finding your main colour, perhaps a favoured item in the room, existing upholstery, rug or artwork will give you inspiration.
People often talk of a Rule 60-30-10
60% Dominant colour (walls) 30% Secondary colour (upholstery) 10% Accent colour (accessories) This method helps to keep a room scheme balanced, but is just a guide, your home is your personal space and should therefore reflect your own style.
Which style do you like? Classic, Contemporary, Modern... Floral, Geometric, Plain? A world of choice.
Take into consideration the style of your property, how you use the room, will the sun stream through on sunny days, will there be draught's. All things to be taken into consideration when choosing window treatments.
It is often considered easier to choose your fabric first as paint can be mixed to suit and you can build upon your scheme from there with accent colours in accessories etc.