That is a great question. As a rule of the thumb you should focus on mobile.
When you manage to pass mobile Core Web Vitals it will become a lot easier to also pass the Desktop Core Web Vitals (if you are not passing them already). This is because your average mobile device is slower because of lower bandwidth, less memory and less CPU power then your average desktop.
There are a few exceptions though. On a desktop the visible viewport is larger. It is common for a mobile LCP element to be a text based element while on a Desktop a lower placed image will become the largest Contentful Paint element. On desktop the possibility for (smaller) layout shift also increases because there is just more screen and more visible elements to shift..