I'm just starting to bring over projects I've been working on for years exclusively to Tapas because they were really made for serial reading like this and I'll be so much happier with them somewhere with a nice interface.
That said, I have several series all taking place in the same world. Chrysalis Falls exists for a few reasons. I have a fondness for Judge Dread/2000 AD Comics and its Megacity One setting. Then, around 2000-2002, I started thinking about what would happen if every myth was real at the same time and they decided to reemerge after a pair of World Wars that was basically just bombs dropping,
That idea slowly developed into a setting that was almost satire, with this city the size of multiple US states, encircled with walls the height of mountains, and the land outside shattered so heavily that the northern border was an enormous waterfall harnessed for power and other civic needs, while the bulk of the southern border was built to be the outflow, and eventually docks when the city reopened after the war.
From there, I started lining up all the forces that would be infuriated at humans and most of the stories have been built around various characters trying to survive in this mess of a place.
Every other series I've dabbled with over the years, in Chrysalis Falls or not, almost always starts with wondering about weird situations or settings and how people would react. I've got a series that I've been working on that's set in a city on the border of the afterlife and what really got it moving was wondering what law enforcement would look like in a place where an action cop movie with a high body count wouldn't feel like institutionalized murder - it would function more like exile or deportation - but with one "country" always gaining in population.
Anyway, just rambling now.
tl:dr - I think of weird settings and questions and work out answers from there.