Does your fantasy world follow internally consistent sets of rules? Should it?
I'm personally fond of imagining some sort of cosmic calculus that all (un)reality must abide by; and it's through the exploration of those fundamental laws that magic and the supernatural can be created. These rules don't have to be universal, they could be modular, natural laws in our world work kinda like that, as far as we understand them at least. But having a logical source for supernatural phenomena is both rewarding and limiting; you want to know where your magic comes from, but in answering that question you can cut yourself off from other possibilities later on...
This is one of the fundamental issues of world building. It's probably instinctive for most people to want to flesh out these details, have everything make sense, have some guiding principle for future reference; but once you've laid down the rules you've set the theme of your game, and theme introduces limitations. A broad, open theme makes it possible to insert all manner of material later on, but the wider the scope of inclusion, the less focused your world becomes; it loses its flavor. Alternately a narrowly defined theme means working with a limited set of elements, but you'll have a more palpable sense of atmosphere.
Whichever way you go, your cosmic calculus will have to support the scope of your theme. A broad, anything-goes, kind of setting will need to be governed by laws that reflect the variability and openness of the content. How does your world explain widely divergent elements that reflect origins from different systems of folklore or styles of fiction? On the other hand, if you've narrowly defined the theme of your world the task of explaining its natural laws becomes less convoluted: you have fewer phenomena to explain and their thematic consistency will often suggest similar origins, or at least long standing relationships in existing fiction. The more focused theme is by its very definition more limited in available material and that probably means you'll have to be more clever to keep things interesting...
More to think about later.....
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