World Building For Novices
This text, written by author and game-world designer Jon R. Osborne, is exactly what the title promises: a medium dive into the art of creating a consistent and interesting fictional setting. I enjoyed reading it and can recommend it to the beginning, or even not-so-beginning, creator of worlds. It's equally useful whether you are writing fiction to be read or to be played.
It covers the fundamentals – physical settings, technology of various kinds, magic, law and culture, maps, and so on – in 18 economical chapters plus a useful checklist to make sure you have touched all the bases. This is not, and does not pretend to be, a master class. It's Worldbuilding 101, and a fine place to start your studies.
You might find it at a well-stocked game retailer, and I'm going to repeat my "Support your local store" mantra, but of course it is available on Amazon.