A lot of people find writing reviews tricky, to begin with.
The point of a review isn't just to express your opinion on the game - it's also to define why you feel that way. Other people may not feel the same way, and would probably appreciate being given enough information to decide if they'd also find that feature good or bad.
I find that the easiest way to begin a review is by going through a checklist and making notes. I mostly play RPGs, so this list is going to be biased towards them, but you should be able to adapt it to other games. I'm going to be mostly thinking of FFI here, since that's what I'm currently playing.
This list isn't in any particular order - you'll do that later. Note also that I'm using the key words (the bolded headings) as starting points for other ideas. You'll probably find that some sections blend into each other - that's absolutely fine. You can always copy+shuffle+paste later. Just get it all scribbled down.
Controls
How does the game handle? Do you keep accidentally pressing the wrong buttons, or find that your characters move or react annoyingly slowly? Or does the game seem to follow your ideas almost intuitively? Perhaps it falls somewhere between the two?
Gameplay
How do battles work? Are there random battles? How does the menu work? How are key items used? How do weapons and skills work? How does levelling work? Are exp/money ratios set high or low (ie, do you find yourself constantly under levelled and broke, or stupidly overpowered?) Is there anything particular unusual or unique about the gameplay, particularly in relation to other games in the series, if it is part of a series? How do save points work Can you save at pretty much any time, or you going to have to be prepared to slog through a couple of hours before you can? Are any of these features annoying? Useful? Something that probably sounded good on paper, but doesn't work very well at all within the game? Is there a steep learning curve (ie; in Vandal Hearts II, I found that the weapons/skills system was a little confusing at first, but then, once I'd got the hang of it, it worked incredibly well).
Progression
Does the game lead you by the hand, or does it just drop you in the desert with no clue as to what to do or where to go next? Is it linear, or more freestyle? Does it have a check-list kind of style, with a clear list of set objectives to complete (ie, .hack, FFX-2...)? Is this enjoyable or constricting? Would you rather the game had more structure?
Subquests
Are there any? Are they enjoyable or a pain? Are they easy to find, easy to miss? Is this one of those games where you suddenly get a glut of quests as soon as the final dungeon opens and spend so long completing them that you lose interest in finishing the game entirely?
What would you want to know?
For instance; does the .hack series require online access (no, it's a simulated MMORPG, and is entirely self-contained)? Are you going to miss out on any features if you don't have another system (I find that several GBA and Gamecube games offer additional features to people who either have both systems, or are able to link their systems to other players - this means that single players, or gamers with only one system won't be getting the same experience)?
Graphics
Breathtaking? Simple? Confusing? Do treasure chests blend into the scenery, or do stealable items sparkle at you? Can you tell the difference between characters? Do the FMVs drag on, or are they tantalisingly short? Did you get drawn into the story, or did one badly drawn expression have you cracking up?
Comparisons
Is this game part of a series? What features does it keep from other games in the series (whether they came earlier or later - if you're reviewing an older game, readers have probably played or heard of the later games). What does it change? Do these changes work well, or is this the bastard child of the series?
What games does it remind you of? How?
Try not to make these the key point of your review, as many players won't have the exact same game library you do. However, they are worth dropping in occasional, as people who enjoyed/disliked particular features of one game will probably like to know if they show up in another. Just remember to describe the feature you've talking about, rather than just relying on the reader's previous knowledge.
Trivia
You'll probably want to include this bit in the introduction.
Do you know any cute stories about how the game came to be? About the company? About any of the key developers? For instance;
Sacnoth, the company who developed Koudelka and the Shadow Hearts series, was formed by ex-Squaresoft employees, who wished to take RPGs in a different direction. Unfortunately, through a lack of funding and faith, they couldn't take it quite as far as they wanted, and ended up with a curious (and, in my opinion, brilliant) combination of horror and RPG.
The concept of Project Zero came from the idea of getting right up close and personal to the ghosts, instead of running away, as in other games (and that works pretty well too).
The first Final Fantasy game is called Final Fantasy because, at the time, Square was dying, and the game was to be their swan song.
Final Fantasy IV was originally released as FFI in Europe and North America, because the first three games were only available in Japan. Although the first two games were later released for the GBA and PSX, the third game is only available on the DS.
See? Don't worry if you can't think of anything; you can always just list down other games the company is known for (or, if this is their first, mention that), when the game was released...
Characters
One? Dozens? Do you control them directly, or does the AI? How intelligent is the AI? Do the characters stick around, or are you going to want to strip them of their equipment before they disappear for half the game? Are they voiced? How is the voice acting? Do you care about the characters, or are you killing half of them off every chance you get? Are you relying on one character while the others sit on the sidelines, or are you completely ignoring one useless character and using the others? Does the player's style make much of a difference in how useful a character is? For instance, games like Shadow Hearts and Star Ocean: Till the End of Time, use different models of attack for each character, so while some people will find Alice and Zhuzhen effective, others will fail their judgement rings constantly, and prefer Margarete or Keith. Are the characters clichéd, unique? Do they fall into any specific roles (ie, Princess and Knight, the Ditzy one, the Solemn Violent Girl, the Smart One)? Is this well done or clunky? Were you rolling your eyes, or utterly entranced?
Spoilers
Avoid them. You're trying to describe the feel of the game, not the plot. If you must include any, warn for them.
Writing The Review
Now you've got all those notes scribbled down, it's time to put it all together. Start with an introduction, usually involving the trivia or history of the game, and then work your way through your notes. What you're attempting to achieve is to describe the feel of the game, so people can tell whether it will be something they'd enjoy or not.
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