Establish details, leave blanks
Both in the village and in the wider world, you want to be asking questions like crazy and establishing all sorts of concrete details. Who lives in those houses just outside the Ringwall? What flowers grow all around the old Fae waystones? Where did Vahid get that fancy lantern?
But leave blanks, too. Leave some details to wonder about, some mysteries to fill in later. How did the Silent Twins die? What is hiding in the Maw? Why is Elios such a joyless prick?