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When you make a forum RPG, you have one of two options: you can base it on an already made world, as in the RPGs of the ROC (Redwall Online Community) or the D&D forums here on the RPGC, or you can create your own new world. Now, the quick and easy way is to take a previously existing world/universe and make a RPG from it. It is infinitely harder to create an entirely new world from your own imagination. You need to come up with a background story for this world, the inhabitants, and the plot of the game. You need to know how the world is laid out, how the various inhabitants think and interact, what institutions like government and trade are in place, and then you need all the little details, like what languages to they speak and what level of technology do they have, what architectural style is used? I recently created a world called Egzi, and it took me over a year to get all the little details laid out. I'm still not sure about some of the plot areas. I'll use this world of mine as an example of all the steps for world creation.
Depending on the person, the steps are going to come in different orders. I started with the physical geography of the planet, which determines a lot of things like communication, society development, and institutions. Egzi began as a map I was doodling in geography class. I liked the layout of it, so I refined it, added some place names, and determined some of the larger political bodies (e.g.-the Andaran Republic, Drakeber Empire). The names of places, as well as their size, often predetermine what style of government they will have. The Andaran Republic was obviously a republic, but I had to decide what kind of republic it was, particularly since it was the largest political body on the planet. So it had to have a strong central government to control it. I decided on an elective Tribunal with a bicameral legislature. Because it is a free republic, it most likely had religious freedom, so that led to the problem of multiple religions (I'll get into that in the social section). It also had freedom of speech, and republics are naturally havens of scientific thought. This means a level of technology, and a general thought process of the inhabitants, that had to be completely thought out. The Andarans probably have a more high-tech society, with more freedom of thought, than the citizens of a small nation, which in the time period I settled on would probably be a small feudal state. As you can see, geographical distribution is a large part of a world; you can't just set everything up with no idea of how the world is laid out.
Once I had all this, I came up with a history of the planet. I knew who the founders of the major nations were, how long each nation had been around, and what happened to each major nation during the time they were alive. For example, I knew that the Andaran Republic was the oldest political body on the planet, set up approximately 8000 years before the game takes place. There were archaeological signs of three nations set up around the same time, but two fell to war and the third was completely wiped out by some unknown cause (much like the Mayans), probably disease because the ruins were not marked by signs of war. Eventually I got to the point where I was designing historical styles of Andaran architecture. This much detail is probably not necessary for a single game, but by this point I had pretty much decided to write a book set here, so I figured that I may as well get all the details straight.