To get something with a twist in it like that you'll probably want to use Loft through some cross sections, you can rotate each cross section a little bit to make the twisting action.
For your particular case your one has a pretty broad flat area in it, so you might want to start out with a basic extrusion making a kind of totally flat block to start with and then model some twisted objects as cutting pieces and boolean difference them away from the block, leaving the original flat block area in the middle of the shape.
