BDD is a set of patterns around describing and building models of the behaviour of a system (and, at a higher level, a project vision) which can help us to have conversations about that behaviour, for various levels of granularity.
We use conversational patterns like "Given a context, when this event happens then this outcome should occur", and encourage questions like, "Should it? Always? Are there any other contexts we're missing?"
We can do that at a unit level, a scenario level or even into the analysis space.
I tend to work from the highest level inwards. Here's an article I wrote which describes what that looks like, right the way from project vision to unit tests.
The first bit of code I write will be the scenarios. Here are some scenarios written without any BDD frameworks, just plain old NUnit, showing how you can make these English-readable with domain language, etc.
Then I start with the User Interface. This could be a GUI, web-page, or an interface for another system to use my system. When this is done I can get feedback on whether my users like it. I frequently hard-code data, etc., just so that I can get that feedback.
Once I know roughly what my GUI will look like, I can start creating the behaviour behind it. I usually start with the behaviour of the controller. I will write class-level examples which describe the class's behaviour and responsibilities. I use mocks in place of collaborating classes I haven't written yet. This is the equivalent of TDD, but rather than writing tests which pin the code down so that nobody breaks it, I'm writing examples of how you can use my code, which show how it behaves and why it's valuable so that you can change it safely. I also use Given / When / Then for this! But I tend to use more technical language and don't worry about it being English-readable. Frequently my Given / When / Then are just in comments. Here's an example of class behaviour from the same codebase as the scenarios, so you can see what the difference is.
Hope this helps, and good luck with the BDD!