You said you want your players' characters to be transported to the "Pathfinder world" so I'm going to suggest you use Golarion since that's the official Pathfinder setting.
My advice is to go to the Pathfinder Wiki, open up an article on a region of Golarion, and just start reading. Once you've done that with a country or two, I suggest looking over the information on the core races, and at least skimming over the articles on the core deities. You don't have to know every little detail about the whole world, and your players certainly won't know it all in a campaign where they were plane-shifted to Golarion, but a passing knowledge of the wider world is helpful. Start small and work your way outward, and don't feel overwhelmed. I personally would start with reading about Sandpoint because it's a small town that's been very well detailed and is the starting point of more than one Adventure Path.
If you're wanting to build your own world, my advice is still to start small. Pick a historical era that sounds interesting to you (Ancient Egypt or Arthurian Britain for example) and use that as the "flavor" of your world. After that, focus on the region the party will be starting out in. As long as you know the name of the village, what God the Cleric patching up injured adventurers worships, if Elves hate Dwarves or not, and how far it is to the nearest dungeon, you've got enough to work with.
Good luck, and I hope this was helpful.
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I'm thinking of running a campaign and I would like it if people were to throw ideas to me for a world setting. Now you should know that essentially what I'm going for is that my real life players would get transported to the pathfinder world and would take the form, abilities, etc... of their characters. I'm horrible at world building and would like the help of people who are great at it.
I would recommend the above suggestion.
Golarion has lots of places for adventure. Pick a place that has a hook you enjoy "Vikings!" or "Dwarves!" or "Freedom!" or whatever, and just use the material paizo's produced to help you out.
If you're horrible at world building, then yes, follow the above advice and use the world created by people who are great at it.
If you are one to purchase books or pdfs, then picking up the Inner Sea World Guide will go a long way toward helping you give your world texture and flavor.