If you have a large cleared area of land (at least 10' x 20' per goat) you're ready to build your pen. However, if your area is not already cleared then obviously you need to clear it before you build. And, if your future goat pen area has an abandoned pig pen in it, you must remove that first.
So, for me, it was Step 0: Remove abandoned Pig Pen.
Apparently, pigs are notorious diggers so you must bury their fence so that they can't dig under the pen and wander away. However, I can guarantee you that there is no pig in the world that can dig down more than 2 feet and thus, to be overly cautious, no fence should EVER need to be buried more than 30".
My first battle with the pig pen ended in frustration and a very sore lower back. I dug and dug and then pulled and pulled and still that pesky fence wouldn't budge. I'm rested and recovered and today I'm bringing in the artillery. A tractor. Instead of fighting with a shovel and desperately hoping that I can unearth the end of the fence, I've enlisted the help of a tractor. I'm just going to rip that thing from the ground. Best outcome; the fence comes up clean and intact. Less desirable outcome; the tractor pulls up most of the fence and I bury whatever is left. Either way, this fight is already won.
The future site of the goat pen