As I go throughout my day I have a half dozen ideas for new stories flit through my mind. Most of them are discarded almost immediately, mostly because I already have a dozen unfinished stories that I need to get to, and starting a new one is just insane, but now and again i get one stuck that refuses to leave me alone. The character starts to take root in my mind, talking to me.
It generally goes something like this.
My name is Alix. (The scene begins to form here, this time being the side of a beautiful lake with a palace behind it.) I'm an elf, the last born of the king of elves, and unofficial leader of the seven realms. So how did I end up in a fire, the heat searing my lungs, and burning my flesh. And who is the guy watching as I die?
Thus a story is born, and yes I'm writing this. It's currently at about 100 pages. (Started 2 weeks ago). For me that's how a story begins. Just a thought flitting through my head, and a desire to find out if they'll live. (Read many of my books and you'll see that most of the time they start with a character in mortal peril, though how they are changes.)