Things you need to know about the campaign setting.
The world has been split into two. In the time before time, battles of the gods resulted in the separation of the world into two halves. The night sky and the stars are the lands and fires of civilizations on the other side.
Magic is unusual. Magic has been around since time itself began, but only those that understand it are truly comfortable with it.
The world is ancient. The last empire collapsed a long time ago, and before that a previously great and wondrous empire collapsed, etc etc. The ruins of the most recent empire remain; others swallowed up by time.
The beginnings of a technological revolution are in isolated pockets. Steam powered contraptions, zeppelins, and gunpowder rifles are beginning to appear on the fringes of the barbaric lands.
The world’s savagery overcomes most of the civilized races. In most towns, everyday spent alive is a gift from some uncaring or sadistic god. Some dude could be cooking a dinner and then BAM an owlbear tears apart his family.
The civilized races are outnumbered and alone. Referencing the previous note, the few isolated areas of civilization that do band together tend to form somewhat strong, if xenophobic, nations. Villages and such tend not to fare the greatest.
Magic items are rare. Many are handed generation to generation in a family, or lost and forgotten in a damp dungeon, never to see light again.
The Gods are distant. The world of Vauthal has a specific pantheon, but gods of other pantheons are known to have small cults here and there.
Guidelines for the campaign (I use these to keep a coherent vision of the campaign).
Grimdark in style, humerous in playstyle.
Powerful distant gods who have no care in their worshippers more than using them as pawns who will go out of their way to display their greatness and worth to be worshipped.
A mishmash of stolen ideas.
Say yes to pretty much any suggestion or idea a player has to make the campaign setting richer (crappier).
Struggling common people seperated by culture and language.
Grand fantasy; magic is magical and combat is brutal and unforgiving.
Generally no magic items in the markets; its got to be found or made by the players.
Focus on players changing and impacting the setting.