There are a lot of online blogs and youtube videos about how to build/design your own campaign world to run a game. On the forum's, there are also several threads about world-building.
In its easiest form - and I've done this going back to my 1E days.
1. Use a pre-set of gods (so you don't have to make those up for divine casters). Golorian's are out there on the web.
2. Make a starting village along a section of coast, lake, or a river. Flesh it out with a few basic NPCs that the PCs can interact with for hooks (if its big enough all the PCs can have grown up there or near it).
3. Add in a few types of terrain within a couple days walk/ride of the village. In those terrains you can have enough adventure hooks for the first couple levels. Ruins of an old castle who's previous owner collected exotic species; cave system used by brigands; old section of woods infested with spiders; swamp with small groups of humanoids (boggards/lizardfolk etc).
4. Expand out from there as you have time to include the rest of that country/continent and some world history. In my experience, you don't need all of that done just to start a game. In fact, it can become counter productive to actually -starting- your game. The world will never be 100% fleshed out and in reality even if you gamed 4-5hours a week every week, it could be a year before the players explore several main areas of 1 continent (other major cities, kingdoms, or racial places like dwarven/elven kingdoms). In my experience and opinion, its best use of your personal time to flesh out areas as you need them. Otherwise you'll invest literally months of your personal time building areas, laying out interactions and histories, that will -never- get touched in a game. Those months designing things that collect dust could have actually be spent gaming.
DMs Chris and Mitch at DMS_Block also have several 1hr podcasts on world and town building.
http://dungeonmasterblock.podbean.com/
I tossed a flag to have this moved to the houserules/homebrew section.
