When I start a short story, I start off with an idea, and sometimes, a main character. If it doesn't start with a character, I make a point to figure out who would perform the needed actions, and assign some traits to them. Frex:
Let's say I decided to write a story about lost left shoes. It didn't come with a character built in, but the one that suggests itself right away is an amputee who has only a left foot, who would have motivation to seek out lost left shoes and benefit from them. So I decide that the character is thrifty (not wanting to buy a pair of shoes when they only need one), perhaps even a thrifting hobbyist, and learned about this because they grew up underprivileged and got very good at finding treasures in charity shops. They might even keep a junk journal.
While this is kind of a smartass example, it's pretty much how I work: identify concept, then back-engineer a character who would fit well.
The middle is always the hardest part; I hate trying to decide how much plot development is enough for a short story, because I don't want it to zoom from premise to ending with no buildup. I tend to work with a concept of 'threes' to start with -- three major beats for a short story. The initial beat, which establishes the story; a midpoint beat, which adds a twist; and the final beat, which is the climax of the story. In between these major beats go progression scenes to get us from beat to beat.