I was just thinking today... What's the first thing you do when you start a project? What's the first thing you program? Chat commands? Or something else that's productive to the project?

I normally start off with the chat commands but... I don't think that's such a great idea. I could do that later and I should get right into the game... unless it utilizes chat commands the most, which it doesn't.

So, what do you start first? I'd love to know.

i normally play something, get an idea, and then open up dream maker and draw some sloppy icons so that i can make a little game demo to see if my idea was fun.

if it is fun, then i end up with games like Epic and Blind Spot

just note that you should IGNORE ART until your game is playable. Otherwise you'll end up like most of the dummies around here who get nothing done and/or make crappy games. and as for game design, the people who have the most refined taste for games(and play good games a lot) tend to be better at making good games.
I do art > the interface > the map > gameplay > then all the basic stuff like say verbs.
I start with the interface, mostly. After that, I make a simple version of my login system and character creation that I plan to do with my stick figures I draw. Following that is typically a test map and some npc ai. Then, I start to work on the core systems, updating, adding to and changing the interface as needed as I go.
Thats the thing. Most people on here think you need some dope looking icons in order to program a feature. Whatever happened to placeholders? As simple as a plain box, even if it's like a bullet or an enemy. As long as there is a scribble on the screen, you'll see that your programmed feature works.
I'm in the make of a game aswell, and I would recommend you to start writing some ideas in a notepad, talk with people and try to create your game's concepts, start with something simple and update it as people comment about it, release demos, etc..

I wouldn't recommend you to focus on Icons / Interface, because that's something which gets better per update, it isn't meant to be the same since it was made til forever.
If you want an Idea about what I and pretty much every other game developer out there does to start off their newest projects, try looking at This Post that I made yesterday on the subject. I'm not sure how helpful it actually was to some people, but it helps me and helps licensed game designer's too, so something about it works.
I figure out what kind of game I want to make, map it out on paper, then do it in an order that I find most logical. Usually I make things in this order

1. Test Map
2. Key Gameplay Elements
3. Finer details

The test map is so I have somewhere to test the gameplay elements, so I need that first (although it takes about 2 minutes to make so it's not really that big of a step). Then I create the elements that will probably define the game (in Sea Battles, I created the movement system first) and after you've made what the game absolutely needs to function (those key gameplay elements) you move on to making it acceptable to the public.