Regardless of your preferred approach, you always go through a series of obvious phases.
In the beginning you need to focus on organizing the team and work environment. You need to fill some key roles early and set up some tools. And you need to quickly get into the habit of planning, observing and reporting on your progress.
And while the old hopeless waterfall approach assumed the we could specify the complete solution before building it, we still have to establish an understanding before trying to solve the problem. Agile development doesn’t mean that we can design, build and deliver one feature with no regard for subsequent features.
Once you have established a solid understanding of the entire necessary feature set, and have planned how to structure it all, you can start build the first feature.