Gods oversee the world. Even if you are not a religious caster, you likely have gods you know of, pay occasional homage to, or respect. Gods impact all cultures in this setting via creation, stories, and general influence. I'm including Fey Lords, powerful spirits, or entities in the category of "gods." Consider your character's faith or their relationship with various deities.
Much of the World is Untamed
You may see a lot of cities and settlements on the maps; however, the places in-between are dangerous and wild. A majority of the world is untamed, and monsters are commonplace. The main roads are not always safe without a caravan.
The World is Ancient, but Many Societies are New
Cultures may progress in mechanics, the arcane, culture, or even remain stagnant. Not all cultures experience progression at the same rate or value the same growth. What is generally true, however, is that most non-elves cannot read, are uneducated, and live simple lives. Consider how you have learned how to read and gained access to books, scrolls, or other more advanced forms of tech. Remains of an advanced high-arcane era have long been washed away by the breaking of the world. Those cultures old enough to have existed before have seen empires rise and fall and have become stagnant.
Conflict Shapes the World's History
War, religious conflict, racial injustice, sexism, slavery, and poverty impact different cultures at different levels but are commonplace as a whole. If you do not support the values of your nation or culture, consider why. No culture is perfect, and I'm more than happy to see you fight against injustice faced. You may create a flawed character or overcome flaws through the campaign. It's a sense of grit I'm hoping to add to this game.
Magic is Uncommon
Though some cultures have higher levels of arcane practice, such as gnomes and elves, most people cannot read let alone understand the complexity of spell books and sigils. Even then, components can be expensive. Those that do practice the arcane have studied for years. Even bards typically have a master of some sort. Druids and rangers learn in the wilds form mentors, and clerics study under high priests at a temple. Even warlocks take time to develop their abilities. The world contains magic, but it won't be commonplace, nor will magical items. To imbue an item with magic typically takes masterwork material, expensive competent, and powerful spells.
Mechana Exists
Just as arcana is expensive, so is "mechana." Mechana is the general term for anything that combines mechanical and arcane. Mechana typically uses machines to harness pure arcana stored in gemstone batteries. The technology, machines, and components needed to craft mechana creations are expensive. However, they can be long-lasting and shared making them more accessible. Such inventions included airships, portals, generators, and even creatures. Alchemy is sometimes included among types of "mechana" though many see alchemy as its own category.