Depending on the task and/or the person, sometimes baby steps can be sequential, while other times they might include putting together a big picture scenario first and then filling in the details.
For example, to write a short story, you could proceed like this: Write your opening, then what happens next, etc. until the ending. An alternative solution would be to start with an outline.
Baby steps may include writing paragraphs or even just sentences, character studies, or researching a setting. Sometimes just sitting down to write can be enough to get your momentum going.
Don’t be afraid to experiment. You may wind up mixing different techniques. Do what works best for you.