Fair question, and you’re right: if feels weird to build an ‘audience’ for a project that doesn’t exist yet. This is why you have to be a fan/audience member/community member before you can start asking for stuff (attention, money, etc.)
The audience/filmmaker relationship is just that: a relationship. So you have to take your time to identify what your ideal audience members look like, find out where they’re already meeting online, then become a part of those communities.
Think about it this way: it’d be weird to walk into a room and just start asking everyone for $25 dollars for a movie you haven’t made yet, right? So instead, you walk into a room MONTHS before you’re crowdfunding, get to know people, take interest in them, share what you’re up to, and then - when the time is right - say ‘hey, I’ve created a FB page, or here’s my website, or I launched a crowdfunding campaign.’
The bad news is that it takes research and time; the good news is that it’s worth it. The fans you gather now will follow you and support you your whole career.
Tips on identifying your audience and learning how to talk to them in these free vids on S&S.