Based on the fact that you want to use C++ as the underlying language, it sounds like you want a scripting language. If that is the case, you should lookup parsing[1]. If not, then you're diving into a whole lot of things, such as:
-Lexical Analysis
-Parse Trees
-Knowledge on computers (RAM, CPU)
-Compiler optimisations
-DMA (if supported)
-Stacks
-Segments
-Pointers (if supported)
@Bartek
I sorry for this, but I took a look at some of your other posts, and I don't think you're quite ready for compiler development. Compiler development requires you to have very good knowledge of how computers work and the utilities the language you're working in has for string manipulation. Take it from a former compiler developer. :/
Also, why exactly would you want to make a new language? What would it offer that current languages don't already?
If you'd like to try it, then I guess you could try, but you might wind up with quite a headache.