What's the secret to building an immersive world in an RPG?

[1stop]

What are the core elements that turn an RPG setting into an immersive world? Every aspect and creativity makes a credible world. What are the pointers or tricks on how to create immersive environments that can engross players in the game and make them want to see how it all ends.

[Demonskeith]

The world is full, has interesting locations, it makes sense and you want to explore to see more. Not all RPGs have this.

[Ravenfreak]

I love seeing different races of creatures depicted in a vast world in RPGs. It's cool to see different species interact with each other. It's even cooler if each species has different items being sold at their shops.