You should have an idea of what the gameplay and genre is at the beginning, but there is no hard and fast rule stating that you need to implement all your core game mechanics before doing anything else first. For example, if you have strong ideas about the look of the game, or narrative themes, there is nothing wrong with doing mood boards, brainstorming up notes and random ideas etc. before making something like a prototype of game mechanics.

For example, if you have some ideas about a game about a sexy female sci-fi vampire, and you are an artist and musician, it could be fine to work on concept art for the main character and some cool music tracks to get you in the mindset of the game.

You just want to avoid going too far without establishing your core game mechanics and main game loop/s. If you are building levels in a game engine but you haven't figured out your core mechanics, you have probably gone too far and are causing yourself problems.