It’s time to build a world for the character you’ve made. And here’s the important part, the world is for the characters. Without habitation any worlds you make will be empty and flat, they won’t feel alive. I know I’ve harped on that a lot – alive, realistic, immersive; it’s all the same in the end. You want your audience to get invested in what you’re doing because an invested audience is a happy audience. That doesn’t mean you have to spend pages and pages in a book explaining what’s happening. One massive exposition dump doesn’t make for a well structured story after all. No audience is going to be happy if they have to slog through a long section of information before they’ve gotten invested in the world or in the characters. To make something like The Samerillian from LoTR, you’re going to need to have a story that draws readers in first.
How do you build a convincing world then? Surprisingly, it’s really similar to making a character. You want to use our world as a frame of reference then think about what things are different; how much are you going to change? Is it going to be a whimsical world like “This world is like ours except it rains cats and dogs, literally,” or a more serious world like the magic structures from Eragon or hard sci-fi? Maybe it’s a balance of the two like in Harry Potter (Slytherin pride!).
Once you have an idea of the genre– or the lack thereof–, you’ll know what things you want to change or what structures you will need to incorporate for the world. At this point, you’ll want to iterate, just like with making a character. Keep a journal for a week or two and just write down everything you think of. Does a specific city pop into your mind? Record it. What about it stands out? How is it different from the rest of the world? How is it the same? What about our world, what’s different or similar there? What’s the political and social environments like?
Now think about systems for what genre you’ve decided on. The specific conventions in hard sci-fi are very different from high fantasy. These genres are, at their most basic, lists of tropes you want to implement in your story. If you want to do something subversive with the tropes, now is the time to think of it. For science fiction, there is very real systems that govern our current world you should be familiar with. Certain theoretical and research you could do before working. Again, this would go into your notebook, just to keep everything together. There are also many pre existing sources of magic both from our world with religious practices like wicca and witchcraft or with other fantasy spell casting. Above all, remember that your system for genre is the rules for your world and the world building you do should all come into play organically. You’ll know you’ve done a good job on this if your audience can expand upon your notes without breaking the rules you’ve set to govern it.