There are different kind of SEO. You should definitely start doing tech and internal seo immediately so you don't have a big mess to clean up later on. Make sure your site is well structured, easy to navigate and to index and error free,. Also ensure that your content is well (but not too) optimized with proper headers (those are the h1/h2 etc...) good metas, tags. Start building internal links immediately, make sure your posts and pages link to each other. Since it's a new website, go for long tail keywords which are easy to rank as a focus for your posts.
I'd recommend that you start link building with social sharing and building relevant social profiles for your site.
External SEO (like link building) is important but you want your site to have a solid foundation (structure and good content) and that's part of Search Engine Optimization too