You can see how I'm working on my backgrounds, for now it's still unfinished, and I'm sorry for that, but I'll try to finish it soon. If you have any questions or suggestions for future feel free to comment
If you would like to try my way of doing background you can download a brush I used to draw every step of this tut [link] (as I'd be including other brushes in further drawing process I'm going to add more brushes to download, what do you think about it?)
used this cute photo as a reference for foals: [link]
Thank you ^^ About your question I can say that I have no rule here, most often I start with a base sketch of characters, then try to create some background, then again work on character and in the same time on parts of bg.
I'm impressed by people who can finish some part of the drawing before going to another, but somehow I'm unable to work like that
I really like you way of working. In that way, both characters and backgrounds are created almost simultaneously and therefore they will fix eachother very well. If you do one first and then the other, sometimes characters look like if they were pasted into the bg and it is very noticeable. Of course artist with experience can aboid it through some other techniques, but I believe it is not the same