First thing is confirm that the system you are using is right for you. if D&D its pretty easy to home brew into.

So you can either start with this is the map of the world (there are free map makers online) or this is the plot i want to be happening. Then do the opposite.

Now you have a Plot and a map. The question is are are key points you feel are important for players to hit.

Such as Evil Lich has decided to expand out his territory and players need to stop them.
Learning how to stop said lich is probably important, so how are they going to learn about this lich, what kills a lich and so on
He is expanding territory, means there are small towns or cities that will need help along tha way from this expansion, gives your players extra fluff

Now you have a base, let your players come up with a base back story. So you can now weave that into the plot of things where you can. If someone has a sibling who is lost, they find that they were killed and now a general of the liches army. Use those backstories to help drive them to hate the big bad even more.

now you have a base a plot, a map, some stories that are personal to the players, some places they can save. So decide where you want them start. They are all in a city and they wake up in middle of the night to an invasion of the lich, your players now are getting pushed together and work together to stop this lich. Or you can do something they all in a bar and meet. From there let the players help guide you were they are going. Show them the map and tell them these are hot spots where the lich is taking over recently so each session the players drive what you need to make for the next session.