You've got your map, but that's not really enough to get the game going. As awesome as maps are, and as strong a tool as they can be for running your game, a map is just a picture of your setting. Yes, a picture is worth a thousand words, but when it comes to your setting those aren't the words you need. At least, they're not the words you need now, because you already have them in the form of a map. Today I want to talk about fleshing out your world.
Start With The Labels
When mapping we labelled certain major land marks. In general mountain ranges have names, forests have names, bodies of water have names, and cities have names. Rivers also have names, but I tend to forget that when I'm mapping for some reason - my bad.
Anything that has a label, has a name, likely has a reason for that name. Artistic names like "The Giants'Teeth Mountains" likely have a name from some mythological event. However, most places have much more mundane names for simple reasons. For example, the Hudson River is the river that goes to Hudson Bay. Springfield Street is likely a street that goes to Springfield from whatever town you're in.
Things with practical names don't really need a reason because the practicality of the name is the reason. Things with more artistic name - the Plains of Fire for example - have a reason for that name, and that reason is part of the lore of your world so you should know it.
You Only Need A Few Sentences
Don't get overwhelmed by the size of your map and the number of labels that you have. you only need a few sentences for each one, and those sentences just need to give the most basic understanding of the terrain and why it is named that.
The plains of fire take their name from the annual fires that spread across the grasslands, keeping any settlement built here temporary at best. The dry nature of the lands, and lack of resources makes it a dangerous place to venture through unprepared.
That's two sentences, and it's all you need. We know why they're called the plains of fire, we know that it's a dry and inhospitable place. We have enough that should we send the PCs there they should already be thinking about dry grasslands and that they need to bring some extra water and food rations. Also, maybe it's time to stock up on some fire resistance rings and potions.
Try to have something like this for each label. It will be good for you later. It will be good for your players to get an idea of the world.
The Same Is True For Cities
The few sentence rule holds true for cities too. Cities are known for a few reasons:
1) the race that is primarily reprsented there (in Fantasy and Sci-Fi settings at least)
2) The cities reason for existence (what it built up around)
3) The cities claim to fame
Like I said when talking about maps, cities with water access are likely built on trade. This isn't necessarily their claim to fame. Take New York for example. New York is definitely as big as it is because of its strategic position for trade, bringing goods further in land than Boston could ever hope and having access to the rest of the country. However, New York's claim to fame comes in a lot of ways from being the New Paris (the hub of art and culture in the world) and because that trade also made it a hub for international business.
Tokyo, while being known as the Paris of the East in some circles, is a major city because it was the seat of power for the Shogunate which ruled Japan for so long, and became the capital city for the country. It is also a hub for business and art, but that is also because its position as capital for the Shogunate also meant it was where western culture forced its way in via Commodore Perry and the westernication of Japane post Meiji restoration.
What are your cities known for? Are they the home to various temples and churches? Are they the seat of power of a particular King? Odds are if it is on your continent map, each city is its own kingdom - unless you've specified otherwise.
Also worth considering is how the cities are ruled. While King/Queen is common, some cities are ruled by Councils of Guildmasters, or Congresses of Landowners and other such things. These are all worth mentioning in your small blurb about cities.
Pick A Starting Point
Pick a starting point for where your game is going to begin. Flesh out that area more. This is where the more in depth brain noodling can come into play. Do you have ideas for how the terrain actually looks when not panned out to a square centimeter equals a hundred square miles? Is there a particular town your PCs are starting in, or will they start in a city?
Flesh out the area of the game where your PCs are going to be. Develop as much as you think you need - then develop a little more around that for when the PCs go off the tracks. Give them something to do in that area and let the play happen. As your PCs move you can develop more of the world off the groundwork you've already developed.
Player Wants To Be From Location X
If a Player wants their PC to be from a specific location you haven't fully developed, that's fine. Work with the player to define what they want out of the area. Give them some more details off your own thoughts, and write this all down. The player doesn't need to be given a huge explanation of the area, just the general information. If the game goes to that area, you can feed the group information through the player to cover them being from the area.