I went with other as I focus on many things and as Hexprone said it can really depend on the game and options.
For example in Skyrim and FO4, where I can spend a lot of time creating a character, then appearance would probably come first followed by ... well for Skyrim that's about it as the skills and such come as you play. In FO4 I would follow appearance by stats (SPECIAL).
Now in a game like Pathfinder or Pillars or any older style game, where you don't really focus on making a 3D character to play, I would focus first on the race that I wanted - that would somewhat determine other things if I say only wanted to play 3 of 8 provided races, which is often the case.
After race I would then focus on class and whether you can have an animal companion as that could influence class decisions.
But skills are super important to play into the backstory and role playing so that is also a vital focus, if the game has skills.
I also wasn't clear if backstory meant the game provides you with a backstory (like DAO does or one of the simple ones in Kingmaker or WOTR) and then you focus on it ... or when you make your own backstory for role playing on your own.
If that is the case then I could say Backstory comes first, before every thing. I create very long and involved back stories for all my characters. Without a backstory I wouldn't know what to pick for class, race, skills, etc. The back story is their character, personality, history.
So if making your own backstory is what is being asked that is my first focus. Then all the rest.
Beyond that they are all important as they all tie-in to an overall character.
I make complete characters where the race, skills, appearance, stats, and so on all meld together into a coherent whole as a single character. Because of that none is really more or less important as they are all vital parts to the complete picture, which is structured by the foundation which is their backstory.