Modeling A House

I want to model a house. Should I start with interior or exterior first?

First find the house within your heart, then find the house within.
Find the houses purpose first.
If you are building a scene for a game which takes place entirely indoors, you do not need to build the exterior.

The biggest trick if you wanna design and build and entire furnished house of a block of land is getting the scale right. Create a “sketch blueprint” of each room it needs and what will go in it making sure everything will fit inside.
Then work on the house just like you were building it in real life.

Foundations > walls > roof.

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I want the character to be able to go outside and inside the house

I want the character to be able to go outside and inside the house

Start with a Floor Plan of the Interior building up Walls, Ceiling, Floor. Then put in Doors and Windows. You will by default build portions of the Exterior in the process.