Depends on the project.

If it is a full application I usually start with what information it will handle.
Then either sketch out some database or some pages depending on how much info I got and if I got any good examples.

The less info I have, the more I try to focus on use cases and workflow to try to figure out what data will be needed.

But for more niche projects, like supportive library, ex parsers, I either mock some test in linqpad or look for similar examples online to flesh out the idea.

But I tend to very quickly fill out the basic shape and try to get something that can be tested.

Then I can find if I need to rethink it.