When creating a world, you should remember that it is your world. Unless you’re basing it off reality, you don’t have any rules. Better yet, you make your own rules.
So what should you start with? You can start where you want, I personally start with my main character and build a world around them. Once I know the kind of person he/she is, I can develop the world that made him/her this way.
Then I start on the big points of the world, physical stuff like geography, races that inhabit the world, animals that roam the world, abilities or powers that make the world different from our own and any factions that are important.
I usually work on the finer points after that, history, culture, religion, beliefs, economy, ways of travel, population, architecture, day to day life and much more.
I’ll then go into the even finer details, for example, how hard do you have to work in order to buy a loaf of bread? What kind of weapons are used for either self defense or combat? What kinds of sights and sounds are common? What are the ways that people are able to educate themselves and much more.
While I work on this, my mind will fill in the blanks and help me figure out what unique points this world needs. My current worldbuilding sheet for my novel hits about 6,000 words and I doubt I’m even three quarters finished.