One thing that a friend of mine once did was get his players to create the world, by giving each a blank sheet of paper and allocating each a mass of points to divide among nation "attributes" to build their nation as the background for their character.
Another idea I played with was using the game Civilisation to provide a "history" of how the various cultures evolved in the world.
At the end of the day, what makes the world seem real is it's apparent depth. If there's an old ruin pre-dating the current kingdom, what culture did it belong to? Who put those rocks in circles? It's important that you know, even if the players don't (it creates an air of mystery, and it's something for them to discover).
I'm not clear on what you're looking for exactly, it might help if you tell us what you already have.
Offcourse you need a map, this map should at least include climate, terrain, cities and roads.
You need to know which cities there are (it might help to focus on the difference between the cities) the population density of different areas is and of what races make up the population and wich deities are favored.
What you might overlook is the way of communication between cities/countries,this determines what people know about other places, and what the players know. You also need to know how much of history has been written down/rememberd, because you need to know that part of history + some more.
For different countries you can make up different laws and law systems, different cultures. Think about whether or not people like to live in that place and why?
I hope this is the kind of stuff you're looking for...
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I would suggest keeping things as similar to Earth as possible;
- keep gravity the same.
- stick to a single Moon. Multiple moons could wreak havoc on tides.
- stick to a 7 day week and about 365 days in a year +/-.
- geography should be similar (in broad terms:,example mountains & coastlines typically parallel one another... Warmer at equator, cooler at the poles.)
By keeping the "general stuff" similar it helps players become immersed in the world as its already relatable.
I had once tried to create interest in a community setting.
It didn't take off, but I did try to put sections in that you might find helpful as a guide: basically, look at all the knowledge checks and consider what would go into them. What might the average person know about a given race or culture? What might the average person know about geography or history.
Keep in mind that 'average' is always relevant to race and area. A Dwarf would likely know a good deal about other Dwarves but maybe not Humans or Elves. Similarly, the Dwarves of Kardash Mountain might not know as much about Dwarvish culture due to being enslaved/an insane sect/whatever.
You probably should start on two ends: the first end is very small - a village, town, or city which is where things start. Develop this small area first, then move on to surrounding areas: the nearest towns, local legends or ruins, etc.
The second end is very large - the sun(s), moon(s), constellations, seasons, any planets, etc. Earth time is a good place to start because you can easily keep track of time that way, but an Earth calendar might not be what you want. There could be more or fewer months of the year. 'Standard' calendars could change by region, but unless you're doing a very different type of setting the actual number of days in the year, or time it takes for a moon to complete one cycle, is not going to change.
Dabbler has a good suggestion in having your players help you: world building with a group is a lot easier than world building alone. Krodjin also has a good suggestion in keeping it Earth-like, but if you feel adventurous there's no reason you can't go more fantastic.
I don't want to overlook something and have to create it on the spot. It could ruin the entire world if I make a mistake. BTW improvisation is not my strong suit. I can do okay, but never great while improving.
Okay, I'm going to try to help you out a little here on a more basic level.
It's okay to make mistakes. You're human and just one at that.
If you're a DM, you're going to need to work on your improvisational skills. Don't worry, they aren't innate talents you either have or don't, they are skills. You can learn them and practice them.
You don't need to prepare everything. If the PC's start out in a little rural village, you really only need to detail the village and have an idea of what is within 5-10 days of the village (what things the PC's might interact with). You can add more distant things as you have the ideas for them, or what you need to have prepared that the players might go for.
There are two books I'd recommend (I've read one, waiting on the second).
Never Unprepared - a book talking about how to prepare better for sessions.
Odyssey - a guide to writing campaigns.
I have Never Unprepared, it talks about game prep in very fundamental terms. It breaks down the creative process and tips to streamline it. If Odyssey is of a similar quality, I'll end up highly recommending it.
I guess if I had to boil it down to one question it would be;
What does a setting need to be ready to play?
Map
HistorySignificant Persons & Plots
You need a Map as a "place to be", and a history to have the depth needed. You need to know who's who even if the PCs never meet them, and what they plan on doing. This can be as simple as a few lines like: "King Verdinand of Trufflemore has designs on expanding the trade routes by gaining influence over the Tamper Highlands, and as such has designs on the daughter of an independent chieftain there. She is not so eager, being twenty years or more his junior." Or it can be as complex as complete stat-blocks, synopses, history etc.
No one mention the Kobold Guide to Worldbuilding yet?
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gygax also whrote something about world creation. Unfortunately I'm not able to retreive it in my messy mind.
You should also have a look on expeditious Retreat Press and their magical society and monster geography works
I would suggest keeping things as similar to Earth as possible;
- stick to a single Moon. Multiple moons could wreak havoc on tides.
By keeping the "general stuff" similar it helps players become immersed in the world as its already relatable.
Here's an interesting article on multiple moons on an Earth sized planet, using earth as the example.
http://www.universetoday.com/92148/what-if-the-earth-had-two-moons/
I give the players bonus xp for contributing to the setting. Adding a settlement or monsters. Always use the rules of something in pathfinder though. Example would be in our world we have these little werecats called Brakshi. They use Goblin rules.
Oh! I like that idea! I'm gonna implement that.