I want to make my programming language! ...for fun.

I've been reading LLVM's own tutorial, which is really good. I'm curious though, for those of you who have written your own languages before... What do you wish you had known before you set out?

In terms of previous experience, I have written a really basic lexer and parser for a non-executable markup language I designed. Now I'm curious about the next level. I have some ideas for a language design I'd like to try out. The language features themselves are nothing new - I'm sure some other language out there has done these things and done it better. That's fine! I just want to better understand how all this stuff hangs together.