Example Campaign World Overview: 6'4" Dwarf's Version of Semphar
Area: Semphar is a country halfway between the western Realms and Kara-Tur. The capital, Dhantazar, lies on the edge of Ghob-Nor, a large inland sea, and has a thriving seaport. Dhantazar is the beginning of the Silk Road, the main trade route between Shou-Lung and the West. Semphar is predominantly made up of grassy plains and steppe, with desert and wastelands further away from Ghob-Nor. The climate varies greatly throughout the year, going from great heatwaves, to stifling humidity, torrential rains, and mild winters. Further away from the coast varies from desert heat to frozen steppe.
Society: It is ruled by the Caliph, the Lion of Semphar, Abu Bakr. He rules via a bureaucratic autocracy, and the regional alignment is Lawful Neutral. The main races of people are human (90%+) with the occasional Dwarf. Dwarves are also rumoured to live in a great mountain to the North, though none ever speak of it. Within cities, there are large guard forces, and the main occupation for a Semphari is in the army or as a merchant. Though there are thieves present in these cities, their activities are not tolerated and harshly punished. The Caliph sponsors many artisans and scholarly pursuits, and is well thought of as a patron by these sectors. Amongst the general populace, wizards are thought of indifferently, and the Caliph is seen as an oaf. This is contrary to the image of the benevolent warrior-lord that Abu Bakr believes he portrays. The Caliph is not particularly well regarded, and has made many overly zealous bureaucrats during his reign. Slavery is commonplace in Semphar. Dhantazar houses almost half a million people, with the other cities between 10 and 200 thousand.
BRIEF History (modern): Semphar began as a collection of city-states spread mainly along the coast of Ghob-Nor and the Tiagar River. Each was ruled by an Amir or Caliph, and had their own army and merchant guilds. Twenty years ago, a man named Abu Bakr, Amir of Dhantazar, the largest of the cities, began to conquer his neighbours by military force or commercial pressure. After ten years, he now rules all of Semphar, and is known as the Great Conqueror (as well as the Lion of Semphar). There has been relative peace in Semphar ever since, although each city still has a large standing army, especially Dhantazar. Part of the reason for this is the Caliph's desire to keep order in his capitals, and also because of his neighbours; the mighty Shou-Lung, Ramashan, and Thay. There are also regular raids from the Tuigan horse-nomads, which the Caliph desires to stop.
Although the above is not enough detail for a DM to create and run a whole world, it is enough detail for a player to read, and feel that he can 'see' the campaign world. If the player knows where he is, he can begin to create a character that is suitable for the campaign.
So, the thrust of this first step is to get a concept for the range of characters that you can create.