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Step-by-step build — 7 steps. Also available as a print sheet.
Cut the front plywood panel to size and lay out the window and door openings before cutting them with a jigsaw — paint it now if you're painting, while it's flat on sawhorses. Attach the leg trim to the outside edges (nail from the back to hide holes), keeping bottom and outside edges flush, then add the top rails.
Trim out the window and door openings, then attach the decorative angled 1x3 rungs across the front to read as a ladder, and the cut plywood wheel below them. These pieces are decorative but also tie the front railings together structurally, so don't skip fastening them well.
Cut the windshield-side plywood panel and its angled windshield opening. Attach the leg trim (inset 3/4" from the panel edge — a scrap 1x makes a quick spacer gauge) and top rails, then the window sill and mullions.
Cut the ladder-side panel and its window opening, attach legs inset the same 3/4" as the other side, and check the ladder support framing is square all the way up before you fasten the ladder rails on. A racked ladder opening is obvious and annoying to fix after the fact.
Build the actual climbing ladder from the two rails and rungs and bolt it to the ladder-side trim. Then build the open back wall — legs, top rails, and sill, with no plywood panel, since this is where the mattress loads in.
Stand the four wall panels up and bolt them together at the corners with the 3" carriage bolts, washers, and nuts — this is best done in the room the bed will live in, since it's much easier than moving an assembled loft bed through a doorway. Check the whole structure is level and square before tightening every bolt fully.
For heavier loads or a taller loft height, add an extra center leg under the back wall.
Screw the mattress-support cleats to the inside faces of the side walls (2x2 cleats give more meat to screw slats into than 1x), then rest slats or a bunkie board across them.
Build the bucket last — by this point it's a straightforward small box from the 1x10 sides, 2x2 legs, and plywood bottom. Sand every edge on the whole bed before moving a mattress in.