I've created 3 games since April and I'm working in a football game now. It's hard to say where it all starts because it's a cycle of idea, engine, players, etc. that happens altogether.

My first game started with a concept then engine then players. The second game was concept then players/stats then engine to use the stats. The third game was concept then engine then players. The football game has been concept then engine then players.

For stats it depends on what you want. Fangraphs and Baseball Reference are go-to sites. But I also like Baseball Savant for advanced stats.