Another way is the Bottom-Up method, where you focus on the town your adventure begins, and only discover what’s next door when you get there. One is Top-Down, where you start with the gods and the magic system, the races involved, geography, history, and more, which I wrote about at length here. This is called homebrew, and there are two major ways to do it. The final setting, is one you create yourself from scratch. This is how the game used to be played, and it was referred to as “Fantasyland,” where you come to a semi-generic town, each with a tavern, a general goods store, a blacksmith, a temple, a nearby wizards tower, and some wilderness full of danger, lairs, ruins, and more. Some people just play in a generic setting, that isn’t necessarily complete, or even one that makes sense. Now, many people use a premade world, one that is created by professionals from the company that makes D&D, most commonly Forgotten Realms, Eberron, or more.
In Dungeons & Dragons, you play as characters in a world, a fantastical one separate from our own. So I’m trying for a second time to go through and create a homebrew world for Dungeons & Dragons, and I’m feeling really good about this one.