How do you start a data warehousing project? Not much different than any complex software project. You break it down to small iterations, e.g. by subject area, design and implement each iteration from beginning to end, and deploy to deliver incremental value. Agile? Perhaps. In my career I’ve seen software methodologies come and go so I’d abstain from applying a label. The main goal is to break complex tasks in smaller increments. You can call it agile if you want. But if I must meet every day for 15 minutes and hold hands (I had to do this a while back because my employer was agile, believe me), or deliver some crappy code in some predefined timeframes (sprints), then agile I am not.
So you stated your first iteration (typically Sales as revenue is an important metric to track). Now what? Next, we identify metrics, aka measures. Should you reverse engineer hundreds of reports that you’ve accumulated over decades to come up with these metrics? I’m too lazy to do this and frankly this very well might be a dead-end road. Instead, I suggest you go to the subject matter expert overseeing this iteration and ask him to a list of metrics (aka measures or facts) that he’d use to analyze his business subject area. He should be able to produce this in minutes. Then you ask him what perspectives he’d like to analyze these metrics and you now have dimensions. Then, you follow the dimensional modeling to come up with the design.
The important thing to remember is your iteration won’t be perfect. Nothing is. There will be gaps and misunderstandings, aka bugs. And that’s fine. That’s life. You keep on refining, extending and building… and you’re never done. Because business evolves and so does BI.