The design and development of Serious Games is a complex task, including a considerable risk of failure. Many attempts end up in non-fun, non-engaging games that fail to meet the purpose of improving education. Many different proposals have been published in the form of design frameworks, with the aim of helping practitioners succeed. Although these frameworks define and explain relevant concepts and guidelines, there is lack of focus in iterative methodologies. These methodologies have proven valuable in other areas on engineering and are also used by commercial game designers. This work proposes the introduction of iterative design for Serious Games and presents an early stage methodology, along with an example of the core mechanic of a game and a prototype for learning the concept of slope of a line.