Answer:
Good question. You'd want to start with the head and body. Once those are properly shaped, you can shape the arms and legs.
All extremities can be attached via what I call "hashing" wherein you use a small pointy object (toothpick, sharp pencil, etc) to make criss-cross lines. Apply a small amount of water to the hashes, then stick them together.
Smaller details (face, fingers) can be made by removing clay from a larger sections rather than adding small amounts on (this is more efficient).
Hope this helps.