There isn't a one-size-fits-all approach to Test-Driven Development (TDD), and different developers and teams may find variations of the process that work best for them. The essence of TDD lies in the principles of writing tests before or alongside code to ensure better design, maintainability, and test coverage. However, the exact process and order of writing tests and code can vary based on individual preferences and project requirements.
One approach, where you first get a feel for the problem and write some code before diving into the test-code cycle, is a valid way of approaching TDD, especially if it helps you better understand the problem domain and the code you need to write. This can be particularly useful when starting a new project or dealing with complex scenarios. In XP that's called a spike, but it's not really a separate activity, the sooner you can figure out the "bit you don't get", then you jump into writing a test.
The "Red-Green-Refactor" cycle popularized by