Yes, you are doing something wrong.
Typically the first thing you think of for a story is not where a story should start, because story ideas begin with big dramatic moments, reveals, discoveries, and so on. The idea for a story is often a turning point for a character, and that is not how to start a story.
For example, an author imagines a person that learns they can teleport themselves exactly as far as their outstretched fingertip, in any direction. No more, no less. For the author, this is an exciting idea, a very limited superpower, what will the character do with it? They imagine some scenes: Use it in fighting a bully. Use it for a bank robbery. What happens if something is already in that spot? How does the character FIRST learn about this power? Is there really any MORE to it? Can it be restrained? Can you teleport out of ropes and handcuffs? If you can, why don't you teleport out of your clothing, because what's the difference between ropes and cuffs, and your watch or shoes with laces or your underwear?
This is a good imaginative path (for any idea you find cool), and THAT is what you should be writing down, those questions for yourself and deciding answers on the gem of this idea.
But it would be a mistake to open Chapter 1 with Bobby finding out she can teleport. Nobody cares, nobody cares about Bobby yet, nobody is interested in her. Is she an evil bitch, or a happy friend? Is she bullied, or a bully? We need to get to know her as a normal person, so we are interested in what she will do with this superpower. Her discovery of her superpower is more like the "changing moment" in Act I, (read about the Act structure, or read my other answers Here and Here.)
So that should be 10% to 15% of the way through the story, first you must introduce your characters, your villain, your 'world' setting (be it a fantasy land or modern day Brooklyn), etc. You need to show the 'normal world' of your main character, and THEN the inciting incident that changes their world occurs after all that is described. That incident can be anything life-changing: Harry Potter meets Hagrid and discovers he is going to Hogwarts at 10%, at 15% he is boarding a magic train to literally a new world.
What you are doing wrong is most likely hurrying, trying to write prose when you should be thinking about your characters.
Whether you plot or not is a personal choice. I don't. When I write I have an ending in mind, and I have written notes on what it should be (not any prose).
But I can change that, if my story and characters veer off while I am writing, I am always conscious of whether I can still reach my planned ending: If not, I must come up with a new ending that is still plausible, or undo what I wrote that demanded a different ending.
(I don't force my characters, heroes or villains, to do stupid things in order to force the outcome as success or failure. As I write the scene, I try to make each do the smartest thing based on their knowledge of the situation and each other. If that results in a failure for the heroes, so be it. I think readers easily detect when the confrontation is rigged to make a specific outcome, and (to me as a reader) it makes the story boring, a long series of deus ex machina and implausibly fortunate coincidences.)
I do always have a 'next step' in the three act structure that I am writing toward, broken roughly on 5% boundaries. Assuming I will write 100,000 words, with 250 words per page, I know where I should be in the story within 20 pages or so (or within 5000 words, depending on how you format your pages when you are writing).
If you need to jump into the best part first, write the middle of Act I or the end of Act I first. Just know that you need to go back and fill in your intro, characters (hero[es], villain[s], sidekick[s]), and world based on that, and how they CAME to the part you wrote. After that, you will probably want to rewrite what you wrote first, perhaps even scrap it and start over. Writing can be very much a process of discovering the real story as you go. Your first ideas are in there, but while writing you (or at least I) come to see, "Aha, this is what my hero is really about, what they really want and believe in, and this is what my villain really wants."