How do you start to harmonise a Bach Chorale

There are of course many ways to begin to harmonise a Bach Chorale; I would advise identifying the key of the soprano line, by looking at the key signature and the accidentals (sharpened sevenths of the minor key). Then, work out the main chords that would be used within that key - chords I, IV, V and VI. When writing a Bach Chorale you have to be very careful to voice lead well (meaning each individual line is relatively conjunct and singable), as well as to avoid consecutive fifths or octaves or between parts. Therefore the best way to start is often by working out what each note of the melody is best harmonised by, and completing a bass line as such - using mostly chord I, IV, V, VI, in root position or first inversion.
Often, it's best to start at the end and see what cadence you will use. There are a number of set formulae for working out the cadence (e.g. Ic, V, I, or IIb V I), and these will become clear as you identify how the melody notes could fit into other chords. Once you have created a bass line for the end you can do that for the whole chorale and then begin to fill in the inner parts, with the remaining notes of the chords that you worked out at the start and identified where they fitted into the melody. There are a number of 'rules' to make your chorale very stylistic, such as only doubling certain notes of the chord, adding passing notes and suspensions, but those are slightly more advanced and should be discussed once you have an understanding of Bach Chorales as a whole.