Do I plug in my vehicle first, then activate the charger through Shell Recharge within the My BMW App? Or activate first, then plug in?

It depends on the charging station.  With Electrify America, Shell Recharge Stations, Tesla Superchargers, and IONNA, Plug & Charge enabled BMWs can simply plug and begin charging automatically, while standard sessions involve plugging in and then waiting for charging authentication through charger or app. With Chargepoint, sometimes the session must be activated in advance and then the vehicle can be plugged in. With EVgo, you must plug in first and then activate your charging session. You can always look for instructions on the charging station if you aren’t sure. 

Learn more about BMW Charging.