I have clearly understood the blowing up of $\mathbb{A}^n$ at the origin and it is the zero locus of the polynomials $x_{i}y_{j} = x_{j}y_{i}$ in the mixed product space $\mathbb{A}^n \times \mathbb{P}^{n-1}$ where $(x_1,...x_n) \in \mathbb{A}^n$ and $(y_0,...,y_{n-1})\in \mathbb{P}^{n-1}$. Please help me to understand the blowing up $\mathbb{P}^n$ at a point, say $p$.
Let me try: The blow up of a point should be a closed subset of the product space $\mathbb{P}^n \times \mathbb{P}^{n-1}$. If we blowup $\mathbb{P}^n$ in two points, then the blowup will be a closed subset of the product space $\mathbb{P}^n \times \mathbb{P}^{n-1} \times \mathbb{P}^{n-1}$. I don't know whether it is correct or not. Is it difficult to construct the blowup of $\mathbb{P}^n$ at a point explicitly when $n > 2$?