At least, you need to install gcc & ncurses-devel
For someone, they might need more development packages, you could just type below command to install all of the popular kits.
Step 2. Download Kernel Source code
http://www.kernel.org/
Step 3. setup config
It's better to copy the configuration file from your system(if you don't have any idea to setup it)
If you don't have any additional settings, just exit and save the configuration
Step 4. Compiling
(Here is an example under 8 Cores CPU)
Step 5. Installing Kernel
You could check your kernel verion via "uname -r" after rebooting.