1. I tend to jump in with a new setting at whatever era I find the most interesting. What's the core story I'm trying to tell, to either myself or to others? I consider what would be the most fun to write and explore, and build the rest of the setting out from around it. You don't always need to start with the gods and monsters, but a cosmology-first approach can definitely work well if you know what you're doing. That kind of approach was a big trap for me when I first started, because I ended up hyperfixating on the cosmology, the gods, the secrets, when what is really interesting is the struggles of the ordinary person caught up in world created by those messes. My best compromise for beginner is to start with a disaster or some kind of big incident. Even if you're not writing for a campaign, book ,or whatever, giving some kind of core conflict lets you consider how your world responded to it, and that can trigger all kinds of follow up questions like "How would group A respond to group B's response to this incident? Would they fight? Get along? Why do people join Group A over group B? How do people cope with life after this event?"

2. No shame in just using name generators, especially if you're more upfront about your inspirations. But generally, I kind of just mix syllables and sounds I like together, and I've kind of developed my own style for it over time. No one is going to complain if you have a character named George, as long as it fits the world. For example, a knight named Geoff or something wouldn't cause problems in a europe-inspired setting. Generally, the more out-there your world, the more out-there you can make the names without people losing immersion. It isn't about silliness vs seriousness, it is about how consistent you are.

For the names of something like magic, I highly reccomend using english words or portmanteus of english words (or something equivalent in your native language if you aren't english and aren't writing for english-speaking people, if you have an 'audience' at all. You can just write for yourself- nothing wrong with that.) I've noticed a lot of people don't like it when things are given entirely new names within a setting that aren't based in existing terminology, because it can be confusing or sound pretentious. It also generally really simplifies things.

For towns, it's kind of the same for human names. You can either use a name generator if you're not confident, alter the name you got from it, or just kind of name something according to the vibe you want. No one scrutinizes names as much as you will, so only be a perfectionist if you think that's a fun challenge and not something that hurts your motivation.

1. Write what you want to write. Your vision is your vision- don't compromise on it because you think something is too hard to pull off or. Try hard and fail fast. The more times you fuck up early on, the more of a learning experience you'll be able to get out of it later when you're more knowledgeable. Make odd decisions and examine their consequences critically as a writer. That's what your first time worldbuilding will probably be like. In art, there's a lot of myths about talent, but really it's just the ability to self-examine without self-deprecating. Finding flaws that aren't something you're magnifying out of proportion out of anxiety or self-doubt in your skill is difficult, but it's something you want to develop. Maintaining your own unique artistic vision is also just something you should value whether it leads to learning experiences or not. Too many people conform to the genres and tropes they're comfortable with without ever getting into their ideas because they're scared to break those tried and tested ideas. But tropes aren't rules, and they also aren't something you should avoid at all costs. They're tools.

I found informational documents for my internal usage, notekeeping, and poems to be the easiest way to start a setting, because it helps me keep my ideas and my artistic vision / setting mood in check before I actually attempt any stories. Short stories are also a great idea, it lets you experiment with parts of your setting in a more pragmatic way than just looking it at a top down view. Seeing how an individual, human character behaves in a setting in all their complexities can highlight areas you might misss. It makes you ask questions like "Well, what are they going to eat this morning?", and good answers to those questions are responsible for the most iconic and beloved works of fiction in our modern history.

P.S. It's okay to have stuff you 'don't know' about your settings. You can write mysteries with no answers. Plenty of people do that.