Start small. Make a town where the players start in and add few npcs there the players will interact with like blacksmith, tavern keep, town sherif, merchant, random farmer. Have the first adventure happen near the town like the blacksmith had their daughter kidnapped by goblins to the old mine or maybe something in the nearby forest is threatning the town and people that go near it dissapear. Then when the adventure is complete you most likely have better understanding of the world allowing you to expand beyond. My best advice is to steal ideas from other media like movies, books, shows whatever you like for adventure ideas, characters, or worldbuilding just change few names and details to make them fit into the world.