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The World Wide Web came about in the 1990's. In the 2000's, the preponderance of "blogs" (short for "weblogs"), as opposed to traditional websites, changed the feel of entire web.
To answer that question, one must first understand what a "blog" is. What is it that differentiates a blog from a traditional website? What is it that has made the blog so successful?
The reason people made so much fuss about the world wide web when it first appeared is that websites allow absolutely anyone to broadcast information easily to hundreds of millions of people all over the world, in an ever-growing variety of media. Websites blurred the boundary between the active broadcaster of information (i.e. a person or organization with money) and the passive consumer of information. The level of change is comparable to that experienced in Europe when the printing press was invented and manuscripts no longer had to be copied by hand by people with infinite time (i.e. employed by the powerful Catholic church).
In the early days of the web, people's websites sometimes had "news" or "recent changes" section that the sites' maintainers updated on a semi-regular basis. Soon, a few people started to use these "recent changes" sections to start writing about their lives. Online diaries appeared. Programs were written to make it easier for people to write periodic site updates without having to manually edit their HTML files. Eventually sites like Livejournal and Blogspot allowed people to broadcast regular updates on their lives without even owning a website.
Thus, blogs appeared.
Essentially, blog entries are like speeches you make to friends: they are meant to be posted, discussed, and eventually replaced, in an ever-evolving discussion. Starting a blog is not much more difficult than calling up a group of your friends and ranting at them. You don't even have to bother with setting up a website to own a popular, well-trafficked blog. All you need is a computer with an Internet connection.
The first step to starting your own blog is to find a blogging platform that you want to use. Sites like blogger.com and wordpress.com are among the most popular of the blogging platforms used by new bloggers because they are free, easy to use, and have lots of resources. If you have an e-mail address (which is also easy to obtain for free), you can set up an account with one of these sites and start writing entries within minutes. A slightly more complicated way to start a blog, if you already have a traditional web site and are already hosting your own content, is to download useful software from wordpress.com or movabletype.org. That way, you can put a Wordpress or Movabletype-powered blog on a site that already has your own domain name (otherwise, your blog's URL would have to be something like Bobsblog.blogspot.com).
Of course, the trickiest part of starting a blog isn't the setting up. The trickiest parts of starting a blog are the twin complexities of writing for the blog, and promoting it. Presumably, you're starting a blog because you want your thoughts to be heard by millions. Should you just start posting blog entries about whatever comes into your head, and hope that someone will stumble upon them, perhaps from a random Google search? That's been done, especially in the early days of blogging.
Today, however, the Internet is very large. You'll be competing with thousands, if not millions, of other blogs for readers who have never heard of yours. You run the risk of no one, or close to no one reading or responding to your writing. This can be disappointing to the aspiring blogger.
As such, the next step after starting a blog is finding a theme for your blog. People no longer read blogs just to read blogs. They read them for specific reasons: for example, to keep informed about politics; or, to get arts and crafts ideas; or, to read someone's opinion about their local sports team; or, to get their "regular fix" of good short stories. You could have a blog that's just about your life, but, here, especially, you need to take particular care that it's interesting to other people to read. People don't want to read a random blog of what some random person does every day. They want to read a witty, thoughtful, idiosyncratic account of someone's particular, idiosyncratic life. Keeping your blog focused on a single theme or subject will make it easier for you to write--and will make it likelier to attract readers.
After you've found a theme you're interested in and have a lot to say about, start writing entries. At the same time, begin the first steps of blog promotion: talk about it to your friends. Find others who blog about the same subjects (sites like wordpress.com and blogger.com let you do this easily), and befriend them by commenting on their blogs. Write on message boards and forums that relate to what your blog is about (you can find these easily via Google search and clicking on links), and put a link to your blog at the end of each of your comments as a kind of signature. Create an identity for yourself on important forums and message boards, and in the minds of other important bloggers.
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