The world in my original fic came fully formed from a dream. As a matter of fact the whole story came from a dream. It's the only story I've ever written that I know what everything looks like, what my characters look and sound like, and where everyone is going.
I usually start out small (a room or place or just the inside of a character's head) and go from there, building on it little by little until I can see the entire world in a universe full of new and interesting stars.