-A terrifying night creature has been attacking the towns of a human civilization, and they are offering a reward to anyone who can deal with this threat. They can go about this by finding out the night creature's weakness to a type of metal, by getting the curse lifted from the hapless sod who has been cursed by appeasing the pissed off god that sod profaned.
-The Party are loyal cultists in service to a Law-giver demon who they believe to be a legitimate deity of their human civilization, tasked with protecting a valuable artifact made out of an otherworldy material, like a divine metal spear or something. The party believe no human would be stupid enough to try rob the artifact from within the Fortress, as the deity and the guards and themselves are all formidable foes; unexpectedly, a Kobold does the impossible and steals the artifact right from under everyone's noses. The party must find some way of appeasing the Law-giver deity, retrieve the spear from the escaped Kobold, all the while avoiding the Law-giver's agents who seek to arrest and execute the party for their failure. Whether they discover that their deity is a false god or not is another possible campaign arc that might be interesting for your players.
-The party are hired to escort a human merchant caravan to a Dwarven Fortress, to exchange human glassware in exchange for Dwarven steel mechanisms/weapons/armour. This should be pretty straightforward, defending against bandits and highwaymen, or the odd pack of dingoes here and there, until the caravan leader declares that they will be taking a shortcut. The party caravan soon enters an area of the woods where all the trees are dead. The grass gives way to writhing tentacles, with eyeballs staring at the caravan passively. A rolling fog and blood rain descends upon the party, undead ravens circle overhead, undead deer and other fauna emerge from the mist to attack the party trying to protect as much of the caravan in a hardcore oregon trail to the Dorf Fortress. Effectively the party are in an evil biome, and if you want to ramp it up a notch, have them fight off undead hordes (trying to protect their squishy caravan merchants, or deciding to flee to protect themselves at the cost of less monetary reward), or dial the horror up 100 by adding rolling clouds of murk and gloom turning caravan members into nigh-unkillable husks, husks that try to convert the party members and are invulnerable to disgusting levels of bodily damage. The more merchants & caravans full of goods survive the trip, the more the players get paid, or they could make the decision to simply abandon the merchants and try to save themselves.
-Have a heroic campaign progression, from the party dealing with local bandits and gaining fame in their local hamlet. Then move onto the local town, killing something more intimidating like a minatour in its labyrinth. Progress all the way to the final challenge: Issued from the capital, they find their way to a mossy temple, where the beast that has afflicted the humans since before history lives. They find a statue of a forgotten god sitting on a broken throne, overgrown with vines. The statue however is in nearly perfect condition, with only some minor chipping here and there. Horrifyingly, the statue of a colossus picks up a spear and shield and awakens: The party must defeat the Bronze Colossus or it will attack the humans.
-The party are caught in the crossfire between a human-elf war, with the elves protesting the humans' rapid deforestation, while the humans protest that the elves are raiding and eating their people. Depending on who the party choose to side with, they will gain different allies or enemies. The Elves will be incredibly numerous, incredibly skilled and armed with wooden clubs, spears, swords, bows and arrows (wooden weapons shouldn't be entirely discounted as useless - Roman soldiers found gallic infantry wielding edged clubs were more than capable of killing Romans wearing iron armour outright), with many exotic animals at their side, versus the humans who beside a core of warrior nobles who are well-equipped and well trained, mostly consist of peasants armed with metal weapons & armour.
-The party are cursed by a mummy after robbing its tomb. This makes them incredibly unlucky, messing with all of their rolls, and if they are ever to survive this incredibly bad luck, they must find some temple which can lift the curse.
-The party are invited to a book club. Unexpectedly, the book club is run by necromancers.
As to what world to generate or what to include, default settings are probably all right, unless you have something particularly in mind. Imagination is the limit. Desert nomads riding giant desert scorpions? Villagers plagued by giant badger attacks every time the river freezes in Winter? Arctic goblins riding giant wolves amidst terrifying blizzards? You could even play around with how your players view certain sites with familiarity. So for example have one city be their "homebase," where they own property, titles, have access to shops and generally have it feel like a safe place to be. Then mid-way through the campaign have murders begin popping up in their safe city, as a Vampire has moved in, and paranoia grips the city. I suppose one campaign end would be the most spoilery way for any Dorf Forts, an absolute classic:
-The players campaign throughout the world and are mighty heroes, well-equipped and sporting many scars (maybe even missing teeth, fingers or limbs - wouldn't be DF without a few scratches!). All along the way they've been traveling, and have grown familiar with many sites full of friends. One of their friends and known sites was a Dwarf Fortress, which they enjoyed many wonderful nights at, drinking and carousing with Dwarven drunkards and bards, with many fond and familiar memories. They return to send their regards to an old friend, but find that the inn is empty - tables overturn, burnt, signs of fierce conflict everywhere. The floor is slightly flooded, and the entirety of the Fortress seems deserted. They delve deeper, trying to find any signs of Dwarves, and as they go deeper, they find a massive steel drawbridge closed upon a wall. It is the deepest, most central part of the Fortress, holding the treasured vaults, living spaces and armouries of the Dwarves - if there are Dwarves alive, they will be in there. Unwisely, they knock on the drawbridge.
Unexpectedly, it begins to open, and the party steps back before it atom slams them. Friendly Dwarves usher them inside and quickly seal the drawbridge shut again, beseeching their help, bringing them down many dark stairways, ancient chambers, forgeworks, grandiose dining halls and long, forking hallways, down through the caverns and through a minecart railway to a singular hallway, lined with Dwarves wielding wicked weapons, arcane metals, ballistae, catapults and wicked mechanisms. The players have known this Fortress to be incredibly mighty, so much so that nothing should feasibly threaten it. Inquiring the Dwarves as to what they need help with, the Dwarves reply all of their miners in this layer have gone missing, with their ghosts having been sighted in the Dining Halls warning of tremendous calamity soon to come. The players find that the Dwarves believe the goblins have found an underground passage, as the goblins raided them above at the same time as the Dwarves went missing and their ghosts appeared in the dining hall (explaining the damage). The goblins sought to kidnap as many children as they could find for reasons unknown.
If the players investigate further, they may capture a goblin who believes they are trying to rescue Dwarven children from a great doom. If they investigate further, they may find one such mine where a crack in a gleaming vein of blue metal has been made. From within this breach, out will emanate a terrifying sound: A cacophony of horrifying screams echo from below.