You would first have to find a piece of land (almost certainly a rocky islet) to which no other country laid claim. Presumably, there would be no-one else living there, and no previous owner. You, and anyone else you could persuade to join you, could then occupy it, and you could call yourself what you liked - but whether any other nation officially recognised you would be another matter. And, in any case, as soon as it was recognised that this piece of rock was inhabitable, one of the nearest sovereign nations would almost certainly claim it themselves, and throw you out.