i want to remove some fat, should i build muscles first or start burning/

You don’t have to choose one first: fat loss and muscle gain can happen at the same time. Resistance training can help you build or retain muscle while you work on losing fat; the transcript also describes people recomping at the same body weight through training and adequate protein. 1 2

For fat loss, the key is a sustained calorie deficit—not whether you “burn fat” during a particular workout. A practical approach is to include resistance training and choose cardio or other activity you can keep doing consistently; the guest cautions that extra muscle’s resting calorie burn is modest, so don’t rely on muscle-building alone to drive fat loss. 3