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Can anyone discuses to me for my new WordPress site. I mean which method I will start first?
1) on page optimization or
2) off page optimization
You will need to do both, both on-page and off-page SEO, regardless to if it's a WordPress site or any other site. It doesn't matter what platform it's running on, you will always need to do both forms of SEO on it if you want that site to have a fighting chance of ranking high.
The first thing you do will be on-page SEO because that involves added content in the form of articles and pictures/images etc to your site. Then after that, you will be doing off-page SEO by building links to your site from other sites. You will only want to be the highest quality links to your site only though. And you will want to try and get some relevant related links too. So if your site is about SEO, you want to get links to it from other sites that are about SEO as well. You can do all sorts of link building, just make sure you only do the ethical white hat kind. Doing any black hat SEO on your site can end up getting it penalized in the SERPs so that all your hard work backfires on you. It's much better to do only white hat SEO. It can take longer to rank but you wont get a sudden ranking and then drop and disappear completely and your ranking positions will last for much longer. There are some excellent white hat SEO services here which can do it for you if you don't want to DIY.
It might be better for you to have your own site though rather than using a free WordPress site. Unless you're not talking about the free one and are using a self hosted WordPress site. I say it because they limit what you can do unlike having your own site which lets you truly optimize it for search results.
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Of course your have to start on page optimization
Yes, first of all they will need to do on-page optimization before they can even begin doing off-page optimization. You can't build links to your site if you don't have a site to build links to!
On page of course. Off site SEO isn't really SEO.
Off site SEO isn't really SEO? I'm not sure you know what you're talking about. SEO is either on-site SEO or off-site SEO. It's AKA on-page or off-page SEO which is the usual term for it so that makes me think you don't really know what you're talking about. But it's okay. I know you was probably only posting this to increase your FAQ count anyway hence the not really helpful one-liner comment. But it's okay, we all have to start somewhere. But I've always known (even before I really knew SEO that well) that there's always been two forms of SEO both on-page and off-page. On-page SEO involves adding content to your site, making changes to it, adding features to it like a sitemap and RSS feed etc etc. Where as off-page SEO involves link building in its rawest form. Getting links from other high quality sites or sites that are related in niche to yours. They're not easy to come by but not impossible either. So yeah, of course off-page SEO is SEO. What else would you call it?
You need on page SEO, off page SEO as well as technical SEO for your website. IdeaMike has explained this better. However, you should first begin with technical SEO. technical SEO is site design and site loading speed. You need to have a great design and add image optimizing plugin and cache plugins. Once this is done, publish contents and begin on page SEO
I am not an authority on SEO but my take is always the on-page optimization especially for new sites that is needing development. Take note that the content is the backbone of the site and without content there is no website to speak of since you have nothing there and the user has nothing to see. With that reasoning it is obvious that you need to focus on writing contents and uploading it more often like 3 times a week or even daily if your capacity for writing can do it.