Instructions
Determine the theme of your world. This is the simplest and the most crucial step in the procedure, because it will impact every other decision you make about the game world. You could make your game be about fighter pilots in space, magic-wielding wizards in a fantasy realm, robots who have come to life or anything else you can possibly imagine.
Expand your world with factions, organizations, a robust history, enemies, and threats. These expansions upon your basic flavor will provide you with more material in the later steps. If you decide to make your game about fighter pilots in space, consider designing a faction of space pirates, or a mysterious meteor field inhabited by space monsters. These factions and locations will add depth to your game.
Design mechanical rules around the theme of your game. Use an appropriate combat system that reflects the world. If you are making the game about fighter pilots in space, make a system of rules of how a fighter pilot could shoot lasers or missiles, and add a way for ships to take damage. Dice would be a great way to implement randomization. By contrast, if your game is about the Wild West, you might want to use a deck of playing cards to resolve combat rather than dice, because the playing cards fit the gambling motif of the Wild West.
Design classes that fit your world by combining your mechanical rules with your thematic concepts. For the fighter pilots game, you might want to design an "Ace Pilot" class that is an expert in ship-to-ship combat and a "Mechanic" who is an expert on building and fixing ships. These roles give players options, a cornerstone of any role-playing game.
Create opponents and conflicts for your players to interact with and overcome. Give them unique mechanical and thematic options, such as a giant space worm that eats ships but takes extra damage from lasers.
Incorporate all of these elements into a cohesive storyline. This plot should be the driving feature that unites the players toward a common goal, such as destroying the Death Star or liberating a planet of slaves.