1. We open a new document doesnt matter what size
2. Fill it with black.
3. Get any brush you like (i dont recomend any grunge type of brush or similiar)
4. Brush away and in white(not to much)
5. Duplicate that layer (Ctrl+J having selected the layer)
6. Put that layer under the original and go to filter/blur/gaussian blur and give it a 4.0 or 5.0 depending on how you like it (select preview so you can see how you like it more)
7. [OPTIONAL] Press Ctrl+U and play around with the colors (remember to have color selected and preview

You should get and effect like this...