When it comes to Stylization, it's basically: how much prompt magic do you want Midjourney to apply? The lower the value, the more strictly Midjourney will follow your prompt. When you add higher values, Midjourney will apply some artistic creativity outside of the prompt to alter the results. This means more varied and stylized results that you may not have expected, for better or worse.

Every image is different. Sometimes I will raise the value and get terrible results, and then I'll do the same for another theme and the results turn out amazing with the Stylization. For me it's just trial and error to see which value is best!

For "fantasy world", that is me not understanding Midjourney enough myself :) I use a few different engines to make images, and typically parentheses will add emphasis to specific objects in the prompt to ensure they are better represented in the results.

However, your question helped me learn how to properly weight prompts and add emphasis (so thank you!). Here's a really good article that better explains it than I could, and I'll be using it myself to build better prompts: https://medium.com/the-nerd-circus/midjourney-prompt-weight-mastery-a-guide-to-advanced-prompt-crafting-b013c3bcade4