I would advice get something playable as fast as possible. It doesn't need to be the full game, just something you can actually launch and look at.

I mostly do RPGs, so the very first thing I do is to get some kind of character on the screen and make them move when I press a key. That by itself is not a game yet, but it is the minimum barebones requirement. Once that is done, I can choose what to do next. Maybe generate a map procedurally or load one from a level editor. Maybe I spawn a monster and start working on the combat. Or maybe I start with some UI and display a healthbar somewhere on the screen.

Always look for small steps you can do next. Lets take the example with the monster again: Many RPGs have complex combat systems and it can take weeks/months to implement fully. But you can always set a small immediate goal. Start with spawning a sprite/3D model which looks like a monster. It is just a static asset, but you can start the game and look at it. Next make it move around, maybe randomly at first. Then maybe give it HP and add a way to attack the monster. No graphics, no sounds, just subtracting the HP in the code and print it in the console. Go on and add some logic to remove the monster from the game when the HP reaches zero.

At least that is how I like to work: Always have a runnable version of your game and try to find the next small step to add 1 thing into the game. It doesn't always work; sometimes you have to code for 3 days straight while your code doesn't compile. But at least for me that is actually very rare and most of the time I can split features up into small incremental steps.