Building Pelestia

Map of Pelestia and surrounding countries

I started a three-ring binder for this.

I have tabs and dividers.

I am building a world.

I've built little worlds before for stories, but none of them needed very much building.  This one is bigger and the world plays into my story in a vital way.  So I am drawing maps and naming rulers and playing around with economies and politics and religious views and weaponry and technology and many other facets.

And I would like your advice:
    How do you build a world?
    Do you have any checklists that you use?