Yikes, it's a whole process and hard to explain if you don't know photoshop. Anyway, here goes.
The background was a mix of space images/art and then applied effects for a softer, brighter color.
The puzzle was made into a pattern fill by getting an image with a simple puzzle lines and warping them, or drawing them yourself. Then alternatively were made black and white, and with lower opacity it won't seriously affect the images used.
Any of the images used as a puzzle were masked using selection on the pattern.
Image borders were made using several oval figures, filled with a colour and added a shadow to them. The banners were masked out of other images.
All in all, not the hardest CYOA I made, but I try my best to make all my CYOAs unique in design. I have ditched a lot of WiP stuff that wasn't up to par.