You came first.
Born into this world screaming and covered in someone else's blood, you realized the fun did not have to stop there. You clawed at the limits of your senses, put together cause and effect, established object permanence, then experimented in the act of influencing the world. You imposed your will upon reality in an act of defiance of the natural order.
Your ego grew.
Stonger, bolder, you moved from your will upon the world to your will upon your own thoughts. You, knowingly, or unknowingly, became a pilot of your own mind, programing your mind to have many automatic reactions to things. So many preprogramed things that you forgot what you created and what was imposed upon you by objective reality.
Then one day, you learned how to lie.
You created lies that are not what you believe to be objective reality, but the reality as you wish it to be. You then imagined lies about others. Other people, other worlds, other ways of seeing or being or doing.
You call this a story.
Does the story start with the character or the world the character exists in? Neither. It started long ago in a kernal of truth that you abhored and hated. You sough control over this truth, but you could not impose your will, so instead you created a lie in your mind where the truth was different, and this fabrication was enough.
All the characters are already there.
All the worlds are already there.
Your story doesn't begin with a character or a world.
It begins with a lie.