First, I brush my teeth and wash my face before going to bed. Then, I put on my pajamas [or "pyjamas" in the U.K.] and turn off the lights. By the time I lie down, I already feel relaxed and sleepy. Next, I close my eyes and think of something peaceful. Last, I fall asleep and dream about happy things. [Using "Last" here is kind of awkward. I would instead say, "Finally, I fall asleep..."] Pretty much perfect! Just remember to use a comma to separate subordinate clauses and remember that "I" is always capitalized.