Welcome JRM1953, and Ben! @JRM1953, as with so many things, "it depends". If you need something soon in order to begin running a RPG campaign, then I'd say start with the area that your players will be exploring, whether that be a regional map, a dungeon or even a major town. You can always expand outward as needed. On the other hand, if you have time on your hands and are into world-building then I'd start with a birds-eye view of the world (or known world) which clearly marks out major civilizations and geographical features and then map out the specific regions. My 2c.

Cheers,
-Arsheesh