It depends!
Sometimes I've looked at some rules interaction that looks fun, then build a character around that.
Other times I have a concept for a certain type of character (aesthetics, personality and/or archetype) and from there look for mechanics that can help realise that vision.
Yet other times I have a backstory in mind and that story and the setting drives the game mechanics choices.
Meanwhile I'm here avoiding airbag related injuries by driving cars old enough not to have any. True big brain move right there if I do say so myself.