Ahh yes, world building. I can finally sit the fuck down and throw in my two cents about this.
For my TrappVerse, I want to keep things as simple as I can. My main focus in comics is in two places: Los Angeles, California and Tokyo, Japan. That's where most of my stories take place out of convenience and availability of assets. Some places will definitely be recycled for certain visuals, but that's pretty much where I develop my characters.
For Gravure Love, I try and keep things as simple as I can. There is not a lot of lore needed for that because of the nature of the story, which at its core, is a Harem story like the ones in Anime. But all my characters have connections with each other. And here's where a Spoiler alert is at hand.
Gravure Love's lead male, Hikaru Ichinose, was born Hikaru Shinoda; a bastard child of my universe's Shinoda clan of Yakuza (a different version of which is developed by @Oz70NYC in his upcoming Magnum Opus series). He was trained since childhood to become a killing machine, but without the privilege of being "part of the family" as his conception and birth destroyed a potential alliance with another powerful Yakuza clan with which my Shinodas are now at war with. At age 15, he failed an assassination attempt against the daughter of a media tycoon... That girl being Marina Nonaka, my female lead for this. He joined the JSDF by impersonating a soldier who went MIA and was discovered and exiled from the country, travelling to Brazil where he joined a private military company called Maverick Security Consulting (yes, Konami should probably sue me...) and met Sabrina Sotelo, surrogate sister to Nina Sotelo. During his last year at Maverick, he returned incognito to Japan to aid an old friend in a villa where people from the Shinoda clan were trying to extort the population for their own ends, saving the life of Negi Haruno, who in turn became inspired to learn martial arts in order to meet her savior and face him in combat some day. They all came together with Emi Akatsuki and Sayaka Sugimoto, the faces of Sigma Idol Agency, led by Cynthia Hamilton and financed by Aoi Sugimoto, who knew about Hikaru's past due to her contacts and paved the way for him to become hired as trainer and chief of security for the agency.
This now connects to all my other stories, most of which are standalone, or "oneshots" as I like to call them borrowing from Japanese manga. Aoi Sugimoto is also a benefactor of Marco Torres, or "Trapp" as he goes by, who owns Black Trapper Media and its adult film production BTM Babes, with talents such as Julie Getgood and Katie McKinnon, a graduate of Berkeley University where Daniela Olivares and friends study. Quoting the show "Dark", everything is connected.
While my version of Earth is much closer to real life (as well as having tons of actual real-life references in my works), there is such a thing as the paranormal and fantasy creatures. Emi Akatsuki herself is a half-succubus with powers befitting her status as a demon, and Tsuyu Shinoda from The Goddess's Journal used to be my universe's version of Hone-Onna (the skullfaced woman), a popular yokai in Japan. Also worth mentioning is that Maverick has access to technology like muscle suits, high tech weapons and many other technological and scientific resources that gives them an edge over most armies in my world; so in essence, enhanced humans exist in the TrappVerse as well.
Like you all mentioned, world building helps establish the setting of your creative universe, and while the possibilities are indeed endless, you need to watch yourself and be mindful of the limitations of the media you're working with. I'm neither an artist nor a character designer, and asset availability or lackthereof for TK17 does shape a lot of how my stories are told. Maverick, for example, has a proper lore and story delving into the past of Hikaru Ichinose, but a lot of those visuals are practically impossible to achieve with what's currently available. Remains to be seen whether that story will ever come out in comic book format or how long it will be, due to the depth of the story I've written so far.