First come up with a design in your head or sketch it out.
Random?
Scallop?
Narrow material sandwiched by thicker? There are so many things you can do with segmenting.
What materials do you want to use? This affects the type of adhesive to use.
To get the best possible help, your questions need to be a bit more specific.
What kind of tools do you have to work with?
Probably the easiest segmented blank to start with is to glue up several thinner slabs of wood 1/8" to 3/8" thick approximately 6 inches long. Glue them up using yellow carpenter's glue clamp and let sit over night. Glue up enough so it's slightly thicker than a standard blank. Drill the hole a bit off center just to make things interesting then proceed as normal with your pen making process. Again, this is the easiest way to start and will give you ideas to practice on for applying glue, figuring out how much clamping pressure to use, etc. Segmenting takes a lot of patience and a lot of practice. The good news is you can come up with all kinds of interesting blanks for the cost of glue and some time as most of use scraps and cutoffs for segmenting.
Best of luck!