While the existence of polar ordered states in active systems is well established, the dynamics of the self-assembly processes are still elusive. We study a lattice gas model of self-propelled elongated particles interacting through excluded volume and alignment interactions, which shows a phase transition from an isotropic to a polar ordered state. By analyzing the ordering process we find that the transition is driven by the formation of a critical nucleation cluster and a subsequent coarsening process. Moreover, the time to establish a polar ordered state shows a power-law divergence.