One of the first things that I did when constructing my world was figure out where I wanted the story to go, then built the world to frame the story. After that, I took the characters and decided where I wanted each one to come from. Which part of the world did they come from? Why did they leave home? What were they looking for? And, once I had the answers to those questions, what did my world need to offer in order to satisfy those needs.
After I laid the groundwork, I began to build a history for the world. That takes some doing, but at the same time can be a lot of fun, and it is so important! Right now I have a five-page abbreviated history to fall back on when writing future chapters.