I like creating my own worlds. It makes me feel like everything is possible. The trick is to make everything in your world plausible. I particularly like theoretical physics to come up with some really good ideas. Often science is where I start.
My latest series has dragons in it and it all started with Discovery putting out that fake documentary on Dragon's bones being found. When people started arguing over it some internet troll said we couldn't have dragons on earth because we don't have seven limb creatures. You see we have two legs and two arms and maybe a tail. Fish have more and so do insects but not reptiles or mammals. So if dragons did evolve on earth to be the size they were they couldn't be fish or insects. That started me thinking. If dragons couldn't have evolved on Earth where would they evolve. I also like the idea of romance stories where dragons can take on human shape and one way to do that was to have them fold space.
I created a complex world for my dragons and how their society would work. I got this from Patricia Briggs and G.A. Aiken. Briggs has worked out Werewolf society and it works so well but I don't go into detail in my books. I'm going to blaspheme here for any fantasy reader and say Tolkien when he created his world was too busy trying to tell us about this world instead of telling us a story. Trust me, if you have read the Simallarion (everything the editors made him take out of LOTR) then you will know what I'm talking about. It is fine to have a complex world just don't drown your reader in it.
I love my science fiction and I was once told you first decide what you can't do. Like jumping to FTL in a gravity well. From there you can decide on the rules your world lives by. So with my dragons I first had to figure out what they couldn't do. I made them mostly male as that appealed to my romantic side and made the story that the woman stayed behind. I also made it so they couldn't have kids. after all they did leave all the woman behind. But I do think a true romantic relationship should have kids so I had to figure out a way for the dragons to have kids so I put in the bonding. So you see how it works with what they can't do first and then work from there and it all seems to snowball nicely.
World building should be like a plant which grows over time and organic. You should have a vague idea of the path you want but you shouldn't stop the world going down paths you didn't expect. I had an issue with my first book. I had a dragon kidnapped. He had the power to fold space so why stick around. I had to figure out a way for that to happen. I got some good ideas from NaNoWriMo community (don't be afraid to ask for help) and I bounced it off a sounding board and from that one thing I figured out how my dragons actually travelled - entanglement theory- That brings me to the last thing you need for world building. Know your stuff. The world is filled with geeks who will pull apart your world if it doesn't make perfect sense. You don't have to be a scientists. I know about entanglement and all that from watching documentaries, they are very basic. I say this because I have watched ones of Egypt and I'm always disappointed by how little they are actually based on sound findings and they keep parading that idiot from the Museum in Cairo. So I know documentaries only scratch the surface. But they are a starting point and you don't need to understand string theory to put it in your world.