I'm looking for some documentation or tutorial for creating custom xsd in Magento 2 but failed to find any good resource. I already found URN Schema Validation article in Magento 2 official documentation but its failed to explain how exactly we can write a new one. Can you share your experience with me and provide something useful to get started writing custom XSDs ?
XSD is not Magento specific technology, it is common. It is why you should find documentation not in magento devdocs portal.
You can use W3School docs for example http://www.w3schools.com/xml/schema_intro.asp