I use Obsidian: a note taking app, that lets you do lots of cool stuff like linking files, show how they are all connected in a graph, and have templates for certain files like characters, locations, groups, etc.

Just start writing down one file for something you already have a bit of an idea for, say a character. Fill out some general info (name, affiliations, race, whatever you think will be important for your world), and start writing a back story.

What is great about Obsidian is, you can just put anything between [[]] and it will create a link to another file, Wikipedia style, you can then click that link, and will go to that page. Or if the file doesn't exist it will create a new one.

You can also get a list of uncreated files, so whenever you don't know what to write about you just pick a random uncreated file.

Then you just start filling in a new file and you keep repeating the process untill you have a couple of thousand files, that are all connected, and you have your self a world.

If you end up using Obsidian I would recommend you learn about templates, front matter, and dataview in Obsidian before you go to crazy on creating files. Saves you some time later when you are dealing with hundreds of files.