I've had a compost pile in my yard for at least 20 years, and other than a family of possums who moved into it one winter, it has been no trouble. [Note: the process of decomposition generates heat, even in the winter.]
Seriously, create a pile in some corner of the yard (preferably not near to your neighbor), and start tossing yard waste and kitchen scraps into the pile. If you want to get fancy, take a pitch fork from time to time and mix it up. Mixing helps get air into the center of the pile, which then fuels the process of decomposition.
It might help to think of composting as combining four ingredients: organic matter (leaves, grass, fruit rinds, and the like), oxygen, water and time. Sunlight is good, but not essential. There are few guidelines that seem to make for a positive composting experience:
Keep the pile in the 3 foot x 3 foot size range. Very large piles don't get enough oxygen in the center, so either need to be turned frequently or they don't work well. If piles are much smaller, they tend to dry out too quickly.
Diversity is good.
An equal amount of brown (drier) and green (wetter) organic materials are combined, with no one material forming a layer more than 6" thick. If you were to take a class on composting, they would talk about the carbon-nitrogen ratio in the pile, and how one wants to have roughly equal amounts of each to feed the process of decomposition. Well, the easiest way to do that is to combine equal parts brown material (tends to be higher in carbon) and green material (higher in nitrogen). You don't need to be a chemist to figure that one out!
Keep it moist.
Just remember - not too wet & not too dry. For instance, if the pile is situated in a very sunny location, it may dry out too quickly, so you will need to water it. If you've added a lot of green materials or over-ripe produce, the pile may get too wet. When that happens, the pile may turn anaerobic (without air) as oxygen is replaced with water. All of the bacteria and other decomposing critters that need oxygen die off, the pile becomes slimy and starts to smell as anaerobic organisms take over.
No animal scraps.
Animal & vegetable does not mix in the compost pile. No meat, bones, fat or feces. I won't go into detail, but trust me, don't do it - not even a little bit.
So, pick out a corner, and start your pile today. You'll be happy you did next year when you start harvesting your home-grown compost!