Note: I recommend you to read the "Define Pattern" and the "Using of patterns" tutorials before this because if you don't read them, you might not understand this one.
1. Create a new project
Its dimensions are totally up to you.
2. Fill background with a color (or image!)
In this tutorial I used a simple blue background but it can be an image, it's also up to you.
3. Create a new layer
Go to Layer > New > Layer.
4. Select an area
In this tutorial I will use the "rectangular marquee tool", but you can use the "Pen Tool" or any type of "Marquee tools" and so on...
5. Filling the area with a pattern
Make sure it's on the new layer.
6. Add layer mask
Push that button at the bottom of the picture, but make sure your selected layer is the newer one and not the one for the background.
Before doing anything else make sure your foreground (black - #000000) and background (white - #FFFFFF) looks like the same as on the following picture.
7. Final touches
Switch to "Gradient tool" and then use it from the bottom of the project to the top of the project - you can repeat this step until you're happy with the result.