In what order? Need advice to start a project

Hello, #Dev community.
I was learning UE4 for a while to start working on my own game project. My project is FPS shooter with a storyline. And I have few questions and I need your advice.

What is your advice to start a new project with multi-level fps? All levels with assets first and then blueprints with game-mechanics, Or fully complete first level and then go to the second level? I would appreciate any advice from you guys regarding the steps. I would like to know what are your first steps.

Thank You!

First, you should try to implement game-necessary elements.
For example for a shooter game, you probably want to shoot things and change your weapons. Start with that.
After that, you may also implement Interactions, like doors, switches etc.
Try to prioritize these things. The more important the feature, the earlier you should implement it.

  1. plan your game out; create a quick game design doc that outlines the player mechanics and gameplay features your game will need to support, etc.

  2. build the game mechanics and system features (from the design doc) with Unreal 4; use either C++ or Blueprint, or both.

  3. once your features are iterated, created a test level or gray box where you can test these features as you improve them and fix bugs

  4. build your environments, levels, etc.

this is the super condensed and high level list of what you want to hit and in what order. Good luck making your game!

Thank You for your time and advice, guys! So as I understood, mechanics first and design last

It is actually a nice point you made.

There is an old saying my teacher told me at school " I will teach you the right way doing thing, the easy way you will learn yourself.

So my problem is I dont really know how to start the project

I would say more Metro 2033 style.