Normally I just start writing. I'm a pantser, or another way to put it is a discovery writer. I just sit down and start writing, then work with what comes.
But sometimes I have to sit down and think about things. Not timeline stuff or plot details, but social details. The one I have the most fun with is "How did this culture get this way?"
Sometimes it's very simple; sometimes it takes weeks of work to figure out where the roots are. That leads to more details and a more complete picture of the culture, because if I know how it got that way I can extrapolate other things that might have changed due to the history I discover.
Think of a dystopia in which the original root of all the problems was a foreign borer that got into all the strains of wheat. Well I can start with the character, and I know the situation s/he is in, but that one detail adds layers--did all the wheat die? If so, do they still have bread? I can imagine her going to a museum that grows a 2x2 foot patch of wheat so people can see what most of the world used to eat. The lack of wheat meant that many of the food animals that relied on that wheat also died out, so the current diet is mostly vegetarian with manufactured proteins. So right there, with that one detail of "history," I have an idea of their diet, what their world is like, and if I worked at it I could find hundreds of other details based on that one item--the lack of wheat.
If other grains were or were not affected, that would make a difference as well. How did the government respond? How did individuals respond? If the lack led to rioting, the government could have clamped down and created the dystopian culture for those that were left. A small group of people could have banded together to protect the last of the wheat culture, and they're besieged by the dystopian government.
A lot of this might have nothing to do with the story itself, but it creates a more textured and three dimensional world if I know the history and the present that came out of it.
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