I think you're on the right track. Honestly I'd recommend starting with short stories. You can start by building a world only as much as you need for the plot, themes, or characters you want to explore, which liberates you from the need to establish a really strong internal logical consistency or an unnecessary degree of scope, which can paralyze you from actually writing or cause you to paint yourself into a corner. It's not that those things aren't important, especially for that genre, but it's more about developing a strong sense of narrative and feeling less beholden to ideas you develop in the planning stages.
A lot of people write the same story over and over again, this way you get the ball rolling, and you can refine or expand on ideas that you may wish to use later, at the same time that you complete something. And I don't mean to complete something for the sake of it or having a body of work to 'show', it's just that stories are composed of a beginning, a middle, and an end. I think endings are the linchpin to every narrative, and it's where a lot of people struggle, keeping a narrative tight and knowing how to end it not as an element of artifice (endings are arguably also the most 'artificial' parts of stories), but an organic and necessary part of everything you've established previously is an art unto itself, and I think perhaps the most rewarding part. But that might just be me, the point is it's important to practice every step of the process so finishing things is important.
In many ways writing short stories is far more challenging than writing novels, because they abide by a stricter economy of prose, you have to cut all the fat and just preserve what is essential. They're a joy to write too in a way like poetry is, you're collecting something potent into a small package, and they're more free from the perceived necessity to explain everything, you can experiment with less conventional narrative devices without feeling like the clockwork mechanism of your world is going to grind to a halt from all the foreign matter. All skill acquisition seems to involve an element of play and experimentalism, even if you're like me where you tend to start with theme and work backwards and seem intent to sacrifice yourself on the altar of some grand idea, you have to have fun and feel free enough in what you're doing or you'll stop returning to the page.