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Then I had to set up the societies of the major nations. This had to come after the history and geography because a people's mindset is influenced by both its past and its surroundings. The Andarans were historically a conquering people, continually expanding their borders. This meant they thought themselves superior, as if nothing should dare stand up to them. This mindset was influenced by the age of the nation. It also meant that the military was a permanent fixture and played a prominent role in everyone's life. So I decided to go the Roman route: everyone had to serve to qualify for citizenship, including the women. This made the army very large for obvious reasons. Now that I knew everyone is, has been, or will be, a soldier, I knew that they had a disciplined mindset, and fitness was probably a big priority for a lot of them (this may not be true for every military society, but it is in mine). Since they were also a massive nation (almost a third of the planet's land area), they had a lot of trade and required a lot of money. So they had a commercial, capitalist society where everyone served in the army, navy, or marines (because trade was illegal without citizenship). This required a way of communicating with all parts of the Republic and the outside world. This need led to the invention of the printing press and a well organized road system (also important for the army). The printing press led to the wide distribution of books, so they were a well educated society, meaning there was philosophy. The need for a philosophy led to the need for a religion. I settled on three major religions in the Republic. Because of the history of the planet, I decided that one of the religions would be like the Catholic Church: very organized, monotheistic, that sort of thing. The others are not so organized, and they are very different.
I knew all about how the world was set up, so I needed a plot for the RPG. I knew that there were two sentient species on the planet, so how about a war between the species? Not to hard to come up with an explanation for the war, so I had a plot. An allied, primarily Andaran military force, defending the foothold the humans have on the enemy's continent while humanity musters up all the forces they can to meet the menace. Not a very original plot really, but original enough to make it interesting, and the various little things caused by the setting make for a not-too-bad RPG idea (in my admittedly biased opinion).
So, to sum it all up, the things that are important in the designing of a new world are many. Foremost however, are the geography, the social and political structure, the history, and the thought processes of the inhabitants. Each depends on the others, so none of it can stand by itself, and the foundation is the actual layout of the planet, so it should probably come first. An RPG requires a plot, but the world is needed first before you can come up with one. So an original, interesting, well-thought out world is essential to any RPG.