No, you don’t start with nothing. You start with a character (and generally I don’t know much about that character yet) in a situation that is a problem.
I start with a scene. A young woman who has crawled up on a shore with an arrow in her back. Another who is leaving a tryst with her lover as they discuss an approaching enemy army. A young man, dispossessed by invaders, who kneels to give fealty to a rebel king.
Then I let my imagination tell me what happens next. Which is a more specific example of what James said. Put a good character in a bad situation and see what happens. Don’t turn it into an intellectual exercise. It’s telling a story.