Prior to your definitive deportation, there are two points at which you were at risk of being sent to a concentration camp.

After Hitler came to power in January 1933, a Dutch communist and recent immigrant to Germany set fire to the Reichstag (parliament) building on February 27 as a protest against the regime. The nazis seized upon this as a pretext to outlaw the communist party and arrest tens of thousands of communists and other left-wing opponents as well as Jews, the latter since they were the "natural enemies of the German people". These were incarcerated in about 100 improvised camps. The best known and one of the only early camps to subsist until the end of the war was Dachau. Most of those early prisoners were released fairly quickly. Some were released because of international pressure, or as in the mass Christmas release of 1933. As a Jew, you had a high chance of being released early (unless you were also a communist) because the real reason you were incarcerated was to intimidate you into leaving Germany.

The second large wave of temporary incarcerations occurred in November 1938 after Kristallnacht when 30,000 Jews were hauled off to camps. They were all released, some after a few days, some after a few months (except for the 2000 that died...). Those arrests were also part of the concerted effort to drive the Jews to emigrate.

After the decision had been made that the "final solution" to the "Jewish question" was going to be extermination, emigration was prohibited for Jews (in autumn 1941). That's when deportations to the East started in earnest.

However, there had been deportations earlier. The first deportation of Jews from Germany to Poland happened in October 1939. These were mostly Polish Jews that had immigrated into Germany after the first World War. There was also a one-off deportation of some 7,000 German Jews into Vichy France in October 1940.

In October 1941 the nazis started deporting German Jews to the General-Gouvernment (the area of Poland that was under German occupation - as opposed to the area of Poland that had been outright annexed to Germany), the Baltic States and Belorussia. This was before the purpose-built death camps were established and these people were sent to live with the native Jews in the ghettos established by the nazis. They were later sent to the death camps from these ghettos or shot on the spot as happened in some Baltic ghettos, as well as in some smaller Polish ghettos where there were too few Jews to "bother" about arranging for transport to a death camp. Direct deportations from Germany to the death camps happened from October 1942 onwards.

If you were a member of a "privileged" group such as a WWI veteran, certain elderly or prominent people you might have been sent to the ghetto of Theresienstadt where you had some chance of survival though this was rather slim as eventually most prisoners were sent from Theresienstadt to death camps as well.

Some few thousand German Jews were not deported, either because they were married to a (prominent) non-Jewish person or they were "of mixed blood" (and prominent). About 10,000 Jews survived the war by going into hiding.