I usually start with either a personality concept or a mechanical concept I want to explore.
For example, for my last character I wanted to check out Shield Master in actual play. Since we were starting at 3rd level, I wanted to be human to start with the feat (in case I died before 4th level... which I did). I thought about the world and what type of character would be focused on using a shield, so I decided to go with a knight. I worked out several options between Fighter and Paladin, and decided to go with Paladin, because it fit my knight concept slightly better. For my background, I eventually went with Noble, setting myself up as the 2nd son of a minor noble in the city. With all of this, I worked out my background, personality traits, flaws, bonds, and goals.
For example, for my last character I wanted to check out Shield Master in actual play. Since we were starting at 3rd level, I wanted to be human to start with the feat (in case I died before 4th level... which I did). I thought about the world and what type of character would be focused on using a shield, so I decided to go with a knight. I worked out several options between Fighter and Paladin, and decided to go with Paladin, because it fit my knight concept slightly better. For my background, I eventually went with Noble, setting myself up as the 2nd son of a minor noble in the city. With all of this, I worked out my background, personality traits, flaws, bonds, and goals.