1. Pattern your created world on this one
Don't try to re-invent the wheel. Re-purpose as much of this world as you can when you create your new one.
An example is Frank Herbert's invention of the Bene Gesserit. It has been a long time since I last re-read Dune, but I always thought Herbert may have modeled the sisterhoood loosely on the Catholic Church, but instead of only men being allowed to be priests, in the sisterhood only women are allowed to be reverend mother's.
Naturally the differences between the priesthood and the sisterhood are many and profound, but the similarities between the two are as defining as the differences.
2. Pattern your created world on an existing mythology
I was introduced to Greek Mythology in grade four and instantly fell in love. Use what you know.
Zeus (though you probably wouldn't call your character that!) could be a powerful, controlling, licentious CEO of an international corporation married to an incredibly strong, jealous, powerful and spiteful woman. As you can see from the description, many writers have mined the rich stories the ancient Greeks gifted to us.
Story Creation and Orson Scott Card's MICE Quotient
Just because you create the world in which the events of your story will take place, this doesn't mean the world itself will be the focus on your story. In MICE terminology, it doesn't mean you'll write a Milieu Story. That said, having created this marvelous place, not to mention the people who inhabit it, chances are the world, it's quirks, how it differs from our culture, our societies, will be an integral part of your story.
Like Tolkien's Lord of the Rings, you will have subplots involving Idea Stories (Is the King under a spell? How can we break it?), or Character Stories (A girl doesn't want to live the life her father planned for her, instead she desires to wed the man of her dreams--and her father's nightmares), or Event Stories (some guy who lost a ring wants to take over the world. Again.). Or perhaps some combination of all three!
Despite these subplots, though, your main focus will likely be the milieu in which the events occur, it will be the workings of the world itself. Typically, your story will begin when your main character enters the alien world and will end when they leave it.
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This post was inspired by Lori Devoti's excellent article A No Stress Guide To World Building. Thanks to Elizabeth Spann Craig (website + blog) for tweeting a link to Lori's article.
Have you ever written a Milieu Story? How did you come up with the characteristics of your new world?
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Photo credit: "Tagged!" by JD Hancock under CC BY 2.0