One of the things that happens a lot in games, but not always by plan on the GMs part, is a lot of things change in the world over the course of a game. This makes sense from an objective perspective. You are playing a game. That game involves PCs who go on adventures and - presumably - are going to get quite strong. The things that challenge those PCs are going to have to be present in the world, and as the PCs get stronger those things are going to get stronger as well to be a challenge. And all that is without going into the stakes that are put in place to make the PCs care.
All stories happen at a point of change. Without that point of change, you have no story. I mean, you can have a story about someone's normal day, but it is not going to be super interesting.
In books, movies, comics, and shows it can be the character who is changing. That is fine. But RPGs almost require some external elements going on. If nothing else, only so you can efficiently address the four to six people that need to be part of these events.
As such, you can save yourself a lot of time if you answer two questions for yourself. They don't need to be indepth questions, but it is still worth asking.
1) What is the status quo of the area around where the PCs are?
2) What is forcing that to change?
You can also ask yourself "Why" #2 is happening, but it isn't necessary from the start.
These two questions can give you the start to a game if you want. You establish the status quo world, then you hit it with change. The PCs either become agents of that change, or they fight against the change. Both are equally valid depending on the setup.
Star Wars for example is a world where the status quo is tyranny. Then the Rebels get plans to the Empire's super weapon, and the PCs (Han, Luke, Leia, Chewie, and maybe Obi Wan, R2-D2, 3PO) become agents for the change as they fight for the rebellion.
The Avengers is an example of the opposite. The status quo is the world as we know it. Threats come to try and change that. The Avengers then fight to defend the world and maintain the status quo.
Planning the big coming change ahead of time can make it feel less like it is coming out of left field, or that things are just happening because you need more challenges for your players. If nothing else, it can stop the problem that happens in a lot of TV shows and anime where the show or manga goes longer than originally planned so new enemies need to be brought in and because they need to challenge the protagonists too suddenly you are breaking previously established truths.
It can be good to make multiple things changing in a world. This way you can have layers. Perhaps one change is a neighboring baron is pushing to take over the land by force. While further a way an army of hobgoblins is making a push to assault the whole land and recover a precious relic. Meanwhile dragons are awakening from a centuries long slumber and prepare for a great war between their kind that will destroy whole swaths of countryside if not stopped.
Having these three things in mind means you can drop hints about them as the game is going. The focus is on the neighboring baron, but you hear about the hobgoblins and dragon sightings. Then when the PCs defeat the baron, they get hit by the hobgoblins and the dragons start to kick up a little higher.
As they go through each arc the next doesn't take them by surprise, but instead comes naturally because it is pre-established in the game. You can do it more subtly if you want. Matt Mercer's Chroma Conclave was done very subtly where the PCs had an early run in with them, and then they just struck hard at a moment of apparent victory for the PCs. You can do it that way too. The point is, it shouldn't go from "we're the best" to "wait, there is a whole new level of threat?" Instead it should build, and every new plot should not be a surprise.