Different authors approach story development in different ways, and that’s okay. The key is to know the process that works best for you . Oh, you can remain blissfully ignorant and make out just fine, but if you do discover your method, it’ll make development of future stories much easier.
Basically there are three main paths to story development. One is that you start with an idea that you want to express through your story, and you then move on to developing a setting and a cast of characters to express that idea.
A second path is that you fall in love with a certain setting and a feeling for that setting, and after ruminating on that setting for a while, a character walks into it and delivers the idea and the story.
And, the third path is that a favorite character walks into your mind and nags at you until you develop a setting and idea for him/her.
All three are viable methods, and you might jump from one to another with each subsequent story you develop. The point is that if you identify the specific process that works best for the stories you develop, you might be able to help the process along.