I usually fart in my own face and hallucinate the plot, then write it down as the fumes poison my mind.
Serious answer: I think about characters, events, and the bigger plot points and then go from there. Worldbuilding is also pretty important for me, so I have a document full of things that can't happen, or have to happen, for some things to take place. Laws, culture, religion, etc. are also important.
I plan a timeline, and started at around 5 million years before the story began. I also thought of a future alternate Earth from which the protagonist came from.