Yeah, I'd practice on Pokemon Showdown (it's an online simulator) because the first team you make inevitably won't be worth your time to create on your cart.
But to get you started, Mega Pinsir runs:
Pinsir @ Pinsirite
Trait: Hyper Cutter
EVs: 252 Atk / 4 Def / 252 Spd
Jolly Nature (+Spd, -SAtk)
- Swords Dance
- Return
- Earthquake / Close Combat
- Quick Attack
Simple sweeping set. Use Close Combat if Aegislash gets banned. Otherwise, you can't risk it and should run Earthquake. Pinsir is kind of amazing so you picked a good mega lol. It's important that the 4 spare EVs don't go in HP so you can switch in on Stealth Rock one extra time.
It's commonly paired with Talonflame to form "BirdSpam," which basically just abuses that fact that there aren't a ton of Flying resists in OU and those that exist can be worn down so that even if you have to sacrifice one of Talonflame or Pinsir, the other can sweep. One way to do this is with CB U-turns from Talon:
Talonflame @ Choice Band
Trait: Gale Wings
EVs: 252 Atk / 4 Def / 252 Spd
Adamant Nature (+Atk, -SAtk)
- Brave Bird
- Flare Blitz
- U-turn
- filler
It also gives you a pseudo-defensive backbone since Gale Wings Brave Birds shut down a ton of set-up sweepers. The filler can be Tailwind (which has priority with Talon) or even Will-O-Wisp I guess?
If you'd prefer to break stall better, it runs a very strong Bulk Up set as well. That has the added benefit of having way more longevity than CB since it runs Roost and can afford to invest in bulk because Gale Wings is amazing.
Obviously, you'll need a Rapid Spinner or Defogger--and a good one at that--so that you don't get decapitated by hazards. Keeping hazards off the field altogether is also useful (through Taunt, offensive pressure, or even Magic Coat).