I prefer first. It allows me to better tell a character's story, since they're telling me the story.

Just read your post. I do the exact same thing. Of course, it is boring as all get out. While I waited for the bus to get to my bus stop, I began describing my bracelet to Alice. "This is more than just a bracelet," I said. "I can use it for string play."
"What's that?" she asked. I decided to show rather than tell.
My fingers moved through the thread like my grandma's needle. I did the final flip and showed her the product: Jacob's ladder. Her face lit up in surprise.
"I did not expect that at all," she said.
"That's what is beautiful about it," I said. "It's literally beauty from chaos." And so on and so forth.

Yea, I do it without thinking ALL THE TIME. And then there's where the random short stories come from.

Yeah, I understand.

Question for you: Do your characters yell at you for writing/typing something that didn't happen or argue about their names (I had to argue for days with this one character to let me call him something other than Atticus.)?

Yes, they do xD
Like usually at night when I think of my stories I imagine them yelling at me, like "I refuse to die! No!" and someone was complaining about how Jaidyn sounded like a girl name or something. Nice to know I'm not the only one who does that.

Nice to know that I'm not the only one bothered by characters.

Mostly, I just prompt them to help tell their stories and get corrected when I type something wrong. Mostly by yelling at me.

I swear I can hear them in my head saying "Oh oh and then I do this! That would be awesome!"
It's like having imaginary friends. It's great.

It is, it is.

Then, for me at least, they start following me around. One character helps, one teases, another laughs at human behavior, etc.

I have no pets, so I like to take an animal character and pretend they're with me. Or if I'm scared, I imagine another character is with me and we're facing an enemy or something. I also have an OC that is basically me, so I imagine I'm that character. Call me childish.

No. You're not childish. If you were childish, then what would I be?

Anyhow, got to sleep. Night!