A game is a series of interesting choices. — Sid Meier
To avoid overloading a player with options, present at most 5 options for any given choice, and no more than 5 choices in a row.
Avoid relying too heavily on random numbers. This can make a game too unpredictable to be fun. At the same time, don't eliminate randomness altogether, as that also has a deleterious effect on fun.
For further information, see Raph's article.
When building a campaign world, do it one town or location at a time. Create relationships between those places, but only one or two. It should be a pretty basic setup, something akin to an artist's sketch before leading into a full painting.