You need to know the inductance required, the frequency, and the current carrying capacity.
The resistance of the winding will cause an I*I*R power loss. To reduce the power loss, use a larger conductor size. This will require a larger core to accomodate the amount of wire. So you will need to use a bigger core. You need to iterate these steps until you have a low enough power loss. Presumably there is NO DC current in the coil winding. If there is DC, you will need to have an air gap in the core.