My approach to building stories is inspired by some of my favorite videogames. I tried a more standard approach and it didn't fit my bill. I really like the talk Yoko Taro gave at the Games Developers Conference (linked). His idea summarized is plot doesn't matter, but the core emotional beats do.
Generally there is either a feeling or a specific scene that drifts through my mind that I center my stories around. I use that scene as a centerpiece of sorts and then sorts spiral out from there creating characters, places, and supporting scenes all to culminate in that end goal in a way that I feel is most natural - so sometimes the stories will evolve beyond the original idea. I have grown greatly on the idea style and substance are everything, the actual story and ideas aren't terribly so.
For instance, with the title story of my shorts series, it started with me wanting to bring my somniphobia (I have occasional insomnia stemming from an irrational fear that someone else will wake up in my body if I fall asleep) to the page. From there I built the concept of turritopsis, and then built a world around that concept and the dread that birthed it. Can I tell you why I chose to center the story around a dead guy in a closet? Nope, it just felt right.
Longer stories are similar but imagine instead of one puzzle, it's a larger puzzle made up of smaller ones.