1. Identifiable Elements
There has to be something about the world you create your readers will identify with, no matter how fantastical the setting. Worlds have to be governed. How is that done? Every living creature needs to eat so how do the characters in your world do this and what is their food? How are their societies organised? (There must be some sort of organisation - could anyone survive sustained anarchy?). These things are what I like to refer to as necessary background structure. They may not be the main point of your stories but you need to know this information so you can write with confidence about your setting (it is a character in many ways) and that confidence will come through in your writing to your reader.
2. How things change
A living world adapts and changes due to new technologies, diseases forcing change on society, wars changing the political landscape and so on. Again these things may not be the main point of your stories but there should be a sense of your world changing and developing as your characters do within it. It gives the sense that your world really is a live one and therefore infinitely more believable.
3. Roles
What are the major roles in your world? How are genders dealt with (and is there any difference in the roles each play?). What happens to those who won't accept the roles they've been assigned? (There is always at least one who does this and some fantastic stories emerge from that).
It would pay to outline your thoughts on these three points before committing to major writing (especially if it's a novel you've got in mind). Work things out early. It will save you a lot of time later on. Good luck!