Where to Begin? in Unsettling Thoughts

I’m a Writer/Filmmaker. I keep scribbling some points related to a Story. But I wanted to write my story in a Linear Scene by Scene process. Just don’t know where and when to Start the my Script. Very Unsettling. Had a Rough outline in my head but I also have lot of conditions like.. my Story should be spiritual, Mystical with a Theme of some Pholosophical Idea. And it should also be entertaining, not Preachy. I struggled to bring all the elements together and when I have a Concept partially developed in my head.. yet I’m unable to get it on to Paper.