First off, here’s some context as to what user experience (UX) is all about from this great introduction to UX by Smashing Magazine:

Those who work on UX (called UX designers) study and evaluate how users feel about a system, looking at such things as ease of use, perception of the value of the system, utility, efficiency in performing tasks and so forth.
UX designers also look at sub-systems and processes within a system. For example, they might study the checkout process of an e-commerce website to see whether users find the process of buying products from the website easy and pleasant. They could delve deeper by studying components of the sub-system, such as seeing how efficient and pleasant is the experience of users filling out input fields in a Web form.

Making a UX plan can be a cumbersome process or a very easy on, it all comes down to how you approach the task. Some common mistakes that people make can be found in these five UX research pitfalls by Elaine Wherry. Here’s a snippet from the first point:

pitfall 1: it’s easier to evaluate a completed, pixel-perfect product so new products don’t get vetted or tested until they’re nearly out the door.

Months into a development cycle and just days before the release date, you realize that the UI has serious flaws or missing logic. If you’re lucky, there is enough flexibility in the schedule to allow grumbling engineers to re-architect the product. More likely, though, the PM will push to meet the original deadline with the intent to fix the UI issues later. However, “later” rarely happens. Regardless, everyone wonders: how could these issues have been caught earlier?

Still confused, here’s an OK presentation on what UX design is all about: