Whenever you are creating a world or running a game, there is something that begins to happen over time. Regardless of intent, the longer the game goes the stronger this thing becomes and the less able you are to change whats happening. What is it? It is the creation of norms for the world you are playing in. What races are around? How do they treat each other? Do people know what a wizard or a sorcerer is? Or the difference between them? Every NPC interaction, or lack thereof, creates an expectation within the world. If your PCs cast obvious magical spells in public and no one bats an eye, they will expect to be left alone whenever they do it in the future. If a guard warns them of public displays of wizardry, they will probably be more discreet.
This happens with, literally, everything. When you are running a long term game, you should keep this in mind. Start putting your conscious action into the creation of norms early on. There are two methods by which you will begin creating those norms. This first is prepared normalcy. What is normal for your game and how your going to run it? This is something you have already thought about, I'm sure. Do you care about food or spell components? Only when dramatically appropriate or with expensive materials? These are norms you set forth from the get-go and inform your players of. Others will include what they know about the lands and people their characters would have knowledge of. This is setting the stage for the campaign to come.
Keep in mind, though, that there are other norms you are, or should be, planning out. How often are guards around and how much do they care about their job? What are the rules of conduct in town and what is taboo? You have a tiefling character playing. Is he accepted, feared, locked up? If you disallowed tiefling, don't have an NPC accepted by the populace walking around contradicting your reasons. The key is to remember not to contradict your own decisions, consistency is key. It keeps the players and the game grounded.
The second way to create normalcy is the constant you have to watch out for: in the moment decisions. Every game you have to make choices on how the world reacts to what the PCs are doing. Every decision you make is one that helps form the story and the world. Of course, not EVERY decision will be sited throughout the future, but you should remain cognizant of decisions. Sometimes you should write them down. If your group decides to befriend a goblin by sparing his life, gain his help as a lackey, proceed to adventure through a dungeon for weeks, and return to town how are you going to have the people react? Perhaps the PCs thought of it or perhaps they do not, but how people react create the norm for society and the overall outcome creates an expectation within that town. In fact, given the outcome, they may expect to be able to do similar things to make it work in the next town.
Creating norms in a campaign world is not something you work on or not. It is something that happens, no matter what, and it is up to you to maintain whatever control over norms you want. Get started early and pay attention to what happens. When necessary address things with the players directly and, if you have to, correct certain mistakes. Just don't ruin the fun that you have allowed the players to create for themselves. If they manage to get through 3 days in town with a goblin companion with no problem, but there should have been, come up with a reason it wasn't a problem. Don't redact the entire period or retroactively jail the goblin. Poor guy will wonder where his friends have been for 3 days.
Remember that norms are good. They are good for you and good for the game. These will help you make decisions later on and help your players make informed decisions about what they do. The other thing about norms is that they are how you create surprise in the game. Having something differ from the norm creates great NPCs, villains, interactions, and events. It can help you hook the players in certain directions. Your PCs have never seen a dragonborn before and have heard horrible things of them? What happens when there is a dragonborn merchant selling strange wares, but everybody loves him, what's up with that? Take that where ever you want when your players go see for themselves.
In the end this was less about creating norms and more about understanding that is something you are already doing. While playing in another world, much of the norms are given to you. Nevertheless, you create some game expectations and norms while playing. And, when building your own world, you are constantly developing those same setting rules and norms, so be especially mindful!