How to build a simple waveguide and start on microwave electronics?
Well, you say you're aware of the dangers of microwave, and yet you want to build this without any meters: don't.

Generating plasma sounds like you want that waveguide to transport significant power. With significant power comes the fact that even minor leaks become dangerous, and that every reflection within the assembly towards the source potentially damages your source and causes further harm.

Whereas for lower-power systems I'd say "a basic waveguide really only is a rectangular pipe of calculated dimensions made from a good conductor", I'll point out here that for higher powers, you really want good interconnections at each end of that pipe.

Sadly, high precision and things choke flanges are exactly what makes waveguides a bit more expensive than regular plumbing.

For the general design of a waveguide: The math works out pretty nicely, so what you calculate in dimensions using basic RF hand-analysis based on the modes you want to allow does fit the dimensions of real-world wave guides, so you'll probably actually get away without simulation software, if, and only if, you're not planning to do anything fancy (bends, polarization modifiers, impedance matchers…).


  Where do I start? I'm very committed to do this.


Pozar: Microwave Engineering. Buy it, read it.

It's not my favourite book (not even on the topic), but it is the standard book and will probably make you able to read more specialized literature later on easily. 

Yes, commitment starts with practicing using Maxwell's Equations until you hate them.