I usually start with an idea concerning the grammar of pronunciation of my conlang. I don't care much about the lexicon.
In the grammar part, I start with the basic things like noun declensions (cases, genders, numbers etc., if applicable) and verb conjugations (tenses, aspects, persons, genders, numbers, moods etc., if applicable). Later I think about things like relative clauses, adjective comparison or adverbials.
If you want tips on how to create random grammar and pronunciation, don't hesitate to ask me.