Well, for starters, you need to be a Guild Leader. Depending on your social skills that may or may not be an obstacle, but, assuming that you are or become a Guild Leader, your guild then needs to achieve Guild Rank 6 in order to form or enter into any alliances. The same is true of any guilds you invite into your alliance. The Guild Leader to initiate the Alliance is the one who will get to pick the name of it, so if that is you, put some thought into how you proceed. A bad alliance name could shatter the whole thing. Also, in case you're concerned about it, forming the Alliance costs nothing (except maybe your dignity).