This is a general guideline for players wanting to build a port or some other center for trading goods in a D&D campaign. It is not a trade system, nor does it require that a trade system be in place - but it should be understood that if the reader's DM is the sort that likes forcing players on 'adventures,' rather than letting them find themselves, this is going to be a massively uphill struggle.
Players should also know that DMs hate the sort of thing that I'm about to explain. In general, you may count on your DM going the 'nth degree to put a stop to it, inventing all sorts of nonsense and making false claims intended to foil success before anything can be put in place.
Therefore, I strongly recommend that players DO NOT tell the DM what's happening. That's right, that's what I said. Whenever possible, the true purpose behind these machinations must be kept from the DM. Plans must be made, if possible, outside the campaign, wherever the DM is not present, and all players must be sworn to secrecy. Alternately, it will be possible for one player to take action alone, bringing other players on board at certain appropriate stages. In my description, I will give the moments when this should be done.
Find a Location
To create your trading 'point,' you will need to find certain ideal features. You must do this without help from the DM. However, if your DM will kindly provide maps, you should be able to glean the information you need from those maps that will give you the opportunity you seek.
It should be understood that most game worlds and game maps are made by designers who have virtually no understanding of economies, demographics or the logical placement of cities, villages or towns. This will work in your favour! It will enable you to build a successful point where one would have existed if the denizens in your DM's world were real people, worried about things like making a lot of money and not having to haul their goods ridiculous distances.
As you glance at the map, you are looking for a 40-mile stretch of coast where no one has thought to place a city. It would be best if this coastline was part of some civilized kingdom. The farther this coastline is from a city on your DM's map, the better . . . but you do want the land behind the coast (the 'hinterland') to be occupied by at least a few hundred people. Two thousand or more will be better.
How will you find out? You will tell your DM that you are "Thinking of building a home [castle/tower] along this stretch of coast. Is it populated?"
Your DM will naturally think you are seeking a place to set up a fief and will probably tell you, "Yes," thinking this will throw a monkey wrench into all your plans.
If you feel confident, you can look sad and ask, "A lot of people?"
And if your DM is the sort to stomp on your dreams (the dreams he or she imagines you have), then the answer will be, "Oh yes, lot's of people."
Don't say, "But there's no city on the map!" Keep that information to yourself. It is a long time yet before you can play your hand.
If it turns out the coastline is empty, look for somewhere else. If no coastline is available, a stretch of large river more than 40 miles without a city will do (it does not matter if the river has a ford or a bridge, only that it isn't in a canyon or is a set of rapids).
A pass through mountains between two kingdoms will do in a pinch, but try to avoid this. If it looks too good, however, remember to choose a place at least 30 miles from the pass, in the empty hexes on one side or the other. Do not pick an area that has a pass to nowhere.
Take your time, don't hurry. Somewhere within a hundred miles of your present location is always best, as it will take you little time to get there.
You might get lucky and have the DM describe the exact conditions you want as you happen to be passing through. More's the better! The DM's description of an area trumps a map every time. That is why, after picking a location . . .
Scout the Location
You must go there before anything else can be done. That is because the most important part of this step is to encourage the DM to confirm what's there. As ever, use the story that you are looking for a place to settle, somewhere comfortable, where it isn't dangerous. You need to get the DM to say these things, out loud [on camera or in an audio recording, if your DM is a real dick]. "Yes, the place is covered with people. Yes, it isn't very dangerous. There's already a lord here and all the land is already controlled."
To which your answer should be, "Aw, that's too bad. But perhaps I could convince someone to let me build a small farm? Nothing big, I only need 30 acres. I think my character would like to start a family."
Or whatever else eases your DM into thinking that whatever you mean to do is totally harmless. So far, the conditions described above are perfect. As I say, if this were a real world, some entrepreneur would already be building a port here - but this is D&D, where the river exists as a blue line on paper, not as an actual place where npcs think. That should work out nicely for you.
You do want about 30 acres. If at all possible, this should be on a shelf about 15 to 30 feet above the water of a shallow bay, not a place where the land drops straight into the sea. This will be an easier place to find on a river. If you are taking advantage of a pass (or potentially a large flat farming plain where no city exists within 40 miles), any flat bit of 30 acres will do.
Once you find the location, let the DM know that you're going to lay out stones to mark the corners of your house. Then proceed to spend at least four days amassing enough stone that it will be impossible to lose the spot. You might also want to remember, by the time you get back to this place, the DM will undoubtedly put a monster here. Be prepared to fight when you get back. If you can, trap the area, put a follower on the area or simply remark that 'someday' you may get back here, 'maybe.'
Now, the next part will require a lot of money - probably 10s of thousands of gold. It is assumed that you've already been travelling and smashing through dungeons, so you have more money than you know what to do with. When we begin again, we'll discuss what to do with all that money.