Starting a PMO involves several steps:
1. Identifying the need for a PMO based on signs like a lack of project transparency and high failure rates.
2. Entering a learning phase to understand current practices and benchmark against other organizations.
3. Developing or adopting a project management methodology with templates, processes, and best practices.
4. Improving the methodology over time through training, certifications, reviews, and automation.
5. Facing common problems like weak sponsorship, poor communication, and trying to do too much with too little can be overcome with best practices like showing early results and treating it as a culture change initiative.