That's the mantra often quoted but it always makes me think of the famous Sudoku example from Ron Jeffries. Basically as a mantra it falls down if you don't understand the problem domain. It's popular because it works for the sort of simple plumbing that makes up a lot of programming work. This problem is particularly true for anything creative you're trying to express as the requirements are often extremely fuzzy and require a lot of iteration.

If you don't know how to solve a problem you actually need to do some research and possibly try a bunch of different approaches. Over encumbering yourself with specific production focused methodologies hurts. If you're doing something genuinely new this can be months of effort.

After the fact you should go back and rewrite the solution in a TDD manner if you think it benefits your specific context.