Where to begin? You need a world for your characters to walk around in, so you need a map. No matter what you do, a form of faith that can be followed is also required. Finally, flesh out the society that the characters are a part (or separate) from. There are some easy tricks to help you through this.
#1 World Building by the GM or Shared
Some GMs like to have their world completely built and have the players generate their characters within it. For new players, this is easier, since they are just starting out and they probably have a sense of what to do from books or TV shows they have watched. By giving them clear guidance, they will know where to fit in.
However, a lot of the more recent RPGs that have come out advocate for the players sharing in the world building experience with the GM. This can take a lot off your shoulders, as the character creation process includes constructing the world’s culture with it. This engages your players from the first session to have a more invested desire to see that the world survives until the end of the game.
#2 Geography
Now that you have an established concept for your world, you should have a few things in mind. First, unless your world is a magical construct, it must abide by the forces of nature. This means that water flows downwards from highlands to lowlands (and that generally means from mountains to ocean).
Next, the equator is always hot, the poles are cold, and there are two points in between that are very dry (desert and tundra). Between the desert and the equator it is semi-arid, while between the desert and the tundra it is temperate. These regions are the results of solar radiation, which creates wind currents which creates ocean currents.
Why mention all these things? Because when you construct a world, having some basic layout is very helpful in making decisions! If your world follows Earth at all, you can quick mark out your regions than fill in with the outlines of the continent or nation you are building.
#3 Theology
Throughout Earth’s history, the belief in unseen and, hopefully, benevolent deities has shaped mankind. Exploration was done in the name of these beings, as was conquest and healing. Your world will need some equivalent. There are quite a few options to choose from.
Dualism – The easiest is to have the belief in two deities, one good and one bad. This is simple, because the characters will be on the side of good (or generally will be) while their enemies are on the side of evil. You can drop onto each side all the adjectives you want, because at the end of the day, it will boil down to light versus darkness.
Animism – A little more complicated, but still simple. This is the belief that everything in the world has a spirit or soul. This lets you back off constructing a complicated pantheon of deities, since each spirit will have a corresponding animal, plant, element, or object it manifests or imbues. The players can pick a single spirit that guides them or respect the entire world.
Ancestor – More complicated, but still relatively simple, this is the worship of the ancestors. Characters would respect the spirits of their predecessors, honoring specific ones who had achieved greatness in life. This allows you to ask your players to flesh out more of the characters’ backgrounds and what is important to them through describing these spirits.
Pantheon – This is potentially the most complicated. You need to construct specific deities that represent concepts and/or physical avatars in your world. The players have less interaction with this type of theology at the beginning, since you will need to build a group of deities large enough to encompass most of the common elements of the world while not overdoing it and making it too complicated.
You can mix and match these different religion groups as well, but if you are just starting out, it will be easier to pick one and stick to it. You should also remember that different parts of the world may have different deities or theological beliefs. If you want all the people the characters meet to hold the same beliefs, you will have to explain that in your world’s history.
#4 History
This is a big topic, since it is not just where the characters live now, but how did the people get to where they are. You’ll need some basic outlines, with events and personalities. At this point, you should be focused on the major events: technological and cultural revolutions, wars, diseases, and migrations.
Technological Revolution – Throughout human history, there have been times when an invention has changed the course of our society. Think agriculture, metalworking, animal domestication, industry, science, and exploration. These are points when history dramatically changes.
Cultural Revolution – Although culture changes with technology, this is more about how people think. When religion started to give ground to science, monarchies gave way to democracy, even the founding of secret societies. These are huge cultural shifts that can reshape the world.
Wars – There are times when wars change the course of history. But they can also shape how nations and people interact. Has there been conflict between two nations for a hundred years? Did all the countries fight against each other? Maybe there has been peace for generations because of the horrors of the last Great War.
Disease – A silent force in history is disease. When large numbers of people die, the survivors change their way of thinking. It can also make resources less scarce or destroy entire nations. The Renaissance happened after the Black Death, and influenza killed thousands before vaccines were created. If you need something to scare your players with a force they cannot fight with a sword, disease is a good fulcrum in your history.
Migrations – Resources vanish, the environment changes, or people feel a need to wander. At certain times in history, people just move, and they start new villages, cities, and nations. This can be a good place to mark where your world’s people started and how they spread out and established the known world.
A basic outline of about a dozen major events should be enough. At each of these, having the name of a hero or champion that lead the event will help ground the story and make it more relatable.
#5 Sociology
After you have roughed all this in, you need to think about the people that inhabit the world the characters are a part of. Are there many different races (humans, elves, orcs, 
dwarves, goblins, etc.), or are humans all there is with different subgroups? How do they interact? Do they interbreed or is that taboo or impossible? This can be a huge mess if you don’t keep track. To make this easier, follow cultural archetypes for your subgroups. It will help you and your players remember where everything belongs.
Construct a chart of general relationships between subgroups. Orcs hate dwarves but trade with humans. Humans get along with elves and dwarves, but despise goblins. Goblins fear orcs but trade with elves. Map this out in a simple diagram and keep this close at hand when the characters cross the border of their home and enter the wider world.
#6 The Final Rule
Whatever you do, don’t introduce something anathema to your players they must do in character. Human sacrifice, bigotry, and other evils should not be codified as standard, mainstream behavior. If there is something unusual the players should know, tell them up front. But do not stray into things that make your players uncomfortable. Keep it fun and easy to understand and the Players will fill in the world’s grey areas with their imaginations.
This is just the start of your world design. From here, things will change rapidly. Don’t fill in too much, as you need to be mindful of the story your world needs to tell. Above all else, keep it fun and open for your players to explore!
