If you’re creating a new brand new world for the setting of your roleplaying game it helps to look at some examples first, demonstrated on the big screen. Below are some worlds from films which might give you a good starting point when creating your own world. You might also want to look my other article about world ideas to use for the setting of your game.
Pirates of the Caribbean
In this world of Pirates and swashbuckling, the films follow the same characters but there’s actually a lot more going on in the world. There’s a crew of undead pirates, a crew of seamonsters, and toffee-nosed gentry from the East India Trading Company, as well as some voodoo magic for more of a supernatural element to the world.
It would be easy to take this world and use it for a roleplaying game. Your characters could be the crew of a Pirate ship, and you raid any ship that comes near whilst avoiding any ships that are hired to catch you. Or if you want to be more legitimate, you could be a simple trading ship which moves from port to port transporting cargo, and avoiding being raided by Pirates. Or you could take on jobs from port Sheriffs to track down and destroy all Pirate ships that are causing problems for other ships. As the world has supernatural elements like voodoo magic and curses, this could give your characters plenty of interesting and ludicrous things to do.
In the Terminator films we see snapshots of the grim future where robots have taken over, and in Terminator Salvation we see more of that world. The robots have huge flying ships, as well as human-like robots and many other weird contraptions.
Humans are farmed, and collected and kept in colonies. The Humans that have escaped work as freedom fighters, fighting against the robots.
Your characters could be the Human resistance, fighting against the robots. This world also has a lot of scope for time travel, as time travel is used by both the robots and the Humans to alter the course of the future. This means possible missions could be to travel back in time to before the robots took over (to our present, or further in the past), and try to stop the robots, or to prevent the robots from travelling back to the future and attempting to kill John Connor, or even your characters own parents.