Firstly, like many other processes you need to identify the scope of the problem you are trying to solve. Who are you building this map around? It could be a client you are working with or a group of identified target user persona. Personas are hypothetical archetypes of actual users, which means that they are combined representations of needs, desires and pain points of groups of people who share some common traits.
To read more about personas check out an article the Interaction Design Foundation wrote about the subject.
The greater the focus on real-world problems and the people that have them, the more effective and useful your Empathy Maps will become.
The four quadrants
Empathy mapping starts with a blank canvas split into four quadrants, each representing its own area of investigation. The four quadrants are; Says, Does, Thinks, Feels.