I started my website as an idea in 2003, typing out on a sheet of paper a bunch of private goals I wanted to accomplish within the following ten years. I didn't have the name idea back then but I knew I wanted the site to have my name in it and be by me, and about me.
I eventually got around to figuring all of that out, obviously, but the very very start of the idea had nothing to do with domain names or hosting accounts or logos or Google search rankings.
The very start of my brand was the belief that I had something to share -- my words, my ideas, my perspective on life -- that other people would be interested in. And if no one was interested, I'd build it anyway.
Everything else flowed, and flows, from there.
Every one of us has something to offer and share with the rest of us. You have a talent or exceptional skill -- probably a few -- that there is another person in the world who wants to know about it or be entertained by it or learn how to get better at it. And they are waiting for you to deliver it to them:

http://www.youtube.com/watch?v=jfwKCzzi9j8

The moment when you believe that you have something, anything, to share with the world that someone else may find valuable and useful and worth sharing? That's when your brand is was born. Newborns can't care for themselves, though -- they'll die if left alone. You owe a newborn lots of TLC, attention and energy. We'll get to that.