Step one is is to set up the history and background.
Oro, the city, had to come from somewhere. It had to travel a world to get here. There are other people out there beyond the walls too, and surely they know of oro. Before boots can hit stone, the stone has to be mined, cut, and laid.
Step two is Oro itself. Once I have a history for it, I can build on that. This is probably where crafting will come in too, since this is where all the items used in it would get made. Lot of demon guts to scoop out and tape together.
Step three is the system. Combat is a major point, and also a major difficulty. It's easy...well semi-easy to create a combat system of some complexity, the difficulty comes from the fact that we are running on a "play by mail" style thing here. Combat the resolves in 5 interactions between gm and player would be pretty good. Great even. For us, thats a week. And for a game with a lot of combat, that is not viable. So we come to a dilemma between depth and accessibility, between control and efficiency. Do I do a complex system and have you set up several actions in one turn? Do I do a system where many aspects are automated? Something simple, even if thats not as good?
Step four, the player town and NPCs. By then I should know the amenities players need, the types of people around, that sorta thing. And I'll need to work out the way to do town migration, setting up new settlements, supply lines, that sort of thing. In a way that doesn't make me hate life. Minutiae is the bane of my existence, hand tracking a million little numbers.