if this is a question from yourself(like not from a test) you could honestly do any of these. You could also do them all together and make something detailed.
What i personally do is write down different ideas for about 9-20 minutes. Find about five that i like and then start on the character. Then i figure out what type of story i want to write using that character. Then figure out the background and the plot. since it is a short story the plot is usly something really simple. But you may want to end up making more short story with it so it is really up to you.