Looking back at my own writing, my recommendation is:
You'll have to find out yourself.
There are two main directions writing can take, often called "outline" and "no outline". The no outline approach means that you sit down with the seed of an idea (a scene, a character, a first sentence) and just start writing, letting yourself be surprised by where the story takes you. The outline approach means that you develop every important aspect of your story (characters, beginning, end, conflict, antagonist, etc.) and then "flesh out" this skeleton. There are many different methods for the outline and the no outline approach, giving you a wide variety of approaches you can take. You will not know which one is right for you without experimenting.
Which is why, if this is your first story or novel, you should just start in whatever way feels right to you and see what obstacles you encounter.
Of course you can chose any one approach that a random anonymous person recommends on the internet, but chances are that this is the wrong approach for you. It is much more likely that doing what feels right for you at the moment will be a good basis to find your own method.
When you write with no outline but find that the final first draft is inconsistent or that you want to constantly rewrite what you already wrote to adapt it to new ideas you have later, you might try outline first with your next novel. Or if you find that creating an outline stifles your imagination and takes the fun out of writing, abandon the outline and write without one. In any case you will have learned something about yourself, because that is what learning to write is about: it is not learning a given method and adapting it mindlessly, but finding out what kind of writer you are. And the best way to find this out, in writing as in any other art (think of art school students trying different painting styles), is to experiment and allow yourself to fail. Your first novel should not be the only book you ever want to write, but the first of many attempts at creating better and better novels.