the first step is to find a pallet with blocks separating the two sections of slat and not boards; though it is certainly possible to harvest the boards/slats as well and glue them into a turning blank as well.
Step 1: Prepping the blank
now that you've got a blank, you want to square it up roughly. i use a my miter-saw to do this. once you've got a square-ish piece of wood to deal with, find the center with either a center-finding jig, the dividing head that often comes with a combination square, or you can "zoom in" on rough center with the normal head on a combination square as well.
mark the center, use a compass to draw a circle about that center and drill the center out for a screw-chuck on the lathe. at least, that's how i do it.
i also like to take the "square" blank back to the miter saw and knock the corners off so i start turning with a rough octagon rather than a square. anyone who's ever turned wood before can tell you this takes a lot of the initial "chop" out of roughing down the piece to a cylinder.