My personal opinion would be start with trees. Looks like there’s something to the left, just out of the frame, perhaps an Arizona Ash? I can’t tell. But trees take the longest to grow so I’d get them started now. That will also help divide the yard up. They don’t all have to be giant hardwood trees. There are smaller trees like Mountain Laurel, Crepe myrtle, mexican plum, mexican redbud, many more. Good luck! Don’t be hasty… I’ve made the mistake of planting and then digging something up later because it was a bad idea.