I'm going to try to talk about this in greater detail, but in case work/hockey/kids make the week melt before I know it:

I find when I'm doing creative writing I try to focus on figuring out a character/plot - almost at the same time if that makes sense? They need to support each-other and are arguably a lot more important than the setting itself. I try to make the setting interesting after the fact, but it has to fit to the plot. No matter how cool an idea might be, if it zig-zag's away from the plot I have to leave it on the chopping block.

For ttrpgs though, it's almost entirely opposite. Because I don't know the characters until they're in my world, I want the setting to be something I know well (at least the place they're starting). Once I have an idea of the setting, I usually whip up an idea for a plot just to give us direction for the first few sessions so I can see what the characters are like and what they're interested in. I try not to get married to the idea of whatever that first plot is since I don't want to force my players in any one direction - so I dangle a few plot threads and I see what they are interested in. I got lucky with my current group and so far they seem to be interested in the first plot I had half-formulated so I've been fleshing that out more while also keeping it flexible. There's every chance they will see the reason the (current) Big Bad is doing what they're doing and they will want to side with them - and if that happens I'll shift perspective and introduce a different big bad. Or they may find that another element that is woven into the plot is more interesting, and if that's the case I'll move my Big Bad forward in the plot and they can be an end of an arc that ties into another arc they want to pursue instead of the end of the campaign.