Weave in themes. Use the major themes of your life as a way to tie stories together, connecting your past and your present. Aside from the central conflict, what themes have followed you throughout your life? A fondness for certain holidays, your fascination with a certain place that you visited over and over, a certain type of guy you've always fallen for, a rich spiritual life you fall back on again and again. Bring up the themes every so often to help form a cohesive picture of your life.
It might be tempting to start your story with "I was born in Dayton, Ohio...," but that is not really where your story begins. It's better to start with an experience. You may wish to start with something like why you were born where you were and how your family's experience led to your birth. If your narrative centers more around a pivotal moment in your life, give the reader a glimpse into that moment. Think about how your favorite movie or novel begins, and look for inspiration from other stories when thinking about how to start your own.
You are not the first person who wants to write about his or her life. Many famous writers, artists, politicians, and businessmen create autobiographies to share their wisdom and experience with a wide audience. Find the autobiography that belongs to the author whose personality inspires you and read it in order to get a basic understanding of autobiographical writing.