Roundtable: Setting, Story, and Characters
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This is going to be a little bit of rambling seeded with examples, but bear with me.
When approaching world design (and with more recent IPs I've been working on at Obsidian), I usually begin with (what do I want the player to do that's the coolest thing ever?) Whether that's allowing the player to convince a mutated dominant lifeform out to enslave the future that his master plan is wrong and talk him into committing suicide, great. If that's allowing the player to stand in a fortress built out of a thousand lifetimes of regrets on a plane of negative energy and argue with the possibilities my life about why it's important I be allowed to die, great. If I want to stand in an ancient elven citadel shattered by magics and provoke two half-demons and their army into battle to prevent the destruction of the Ten Towns, so be it.
Asking (what would be cool to do as a player) is then followed by, (okay, what sort of framework could I build around the world to build up to that cool moment(s)?) World building is similar to story building in some respects. if I want to make a game where I can voyage inside an android's brain, help a pregnant alley give birth, or a world where I can weave death sounds of the beasts I kill into audio-inspired spellcraft, that cool sample moment of player experience is the starting point, and I start constructing a framework around the world to support and give more power to those moments.
For raw material, I take a lot of notes from books, games, and movies, good and bad, and use those as tiny mementos for things I'd like to seed a world with. It can be anything from a profession name ((anathemathician) which almost became the profession of a character in Planescape who could use chaos math to alter reality like spells), or the idea of an effect in the world called (consensus) (where if enough people within a certain radius believe in a course of action, all actions taken along those lines - defending, attacking, even menial labor - gain a pseudo hive-mind bonus), or even watching the movie Unknown and seeing the game puzzle possibilities in a character armed with an electronic car key trying to find the right place to stand in a sealed-off warehouse to trigger the car alarm outside as an SOS signal. All these mementos add up to flesh out a world unconsciously.
But practically speaking... if you're starting with your own original IP, you want the setting and the world to complement your theme and your game mechanics. That may sound like a simplistic answer, but you want the world itself to be intertwined with the game system one of the best examples of this is the Warhammer universe, which makes no pretensions what's it's there to do it's a world that leaks conflict, chaos, and everything about it complements the fantasy tabletop battle aspect. The world allows you a multitude of factions, a diversity of units, and a spell system that is focused mostly for large-scale conflicts (if you've ever played Warhammer Fantasy Role-Play, some of those 4th level spells could wipe a continent clean of life). and the world even allows you to mutate new units if you want. Also, the theme of the world makes it clear that it's always one step away from destruction unless you take violent steps to prevent Chaos from taking hold.
At Obsidian, we approached Alpha Protocol in the same way we started with, "we want to make a cool espionage RPG,) then started dissected the genre into game mechanics that would help the player feel like they were part of an espionage drama. We're pretty happy with how they're turning out (details to come soon, I hope).