For the purposes of this section, “History” refers to the parts of history which have been permanently recorded in some fashion which is not subject to rapid degredation or subjective interpretation; typically the written word.
Most of your setting’s “present day” existence will be directively defined by History. That said, it’s also the hardest part if your world’s history for me to provide useful advice.
When writing your world’s history, consider what you have already established about your setting. Where did your races spring forth from the Mythos period? When and how did they begin to record history? What have they done since then?
Since writing a detailed worldwide history is an exercise in madness, focus on the biggest, most important points. Major power players like kings, emperors, religious prophets, world-shaking monsters. Big wars between major civilizations with border-shaping outcomes. Plagues, massive famines. Exploration, discovery, science. Consider the big things you know about world history. The population of some town in Europe in 1491 is fairly useless trivia, but knowing the name of William the Conqueror and what he did is a great example.
Example 1 – Shadow of Olympus
I think that Shadow of Olympus works best as a setting with a fairly short history. After the gods set humans loose upon the material plane, they spread out a bit, formed tribes, and almost immediately started fighting amongst themselves. We can use real-world greek city states lik Athens, Crete, and Sparta, which works really well since we’re using real-world Greek mythology and geography, and also gives us a lot of real-world historical rivalries to lean on. We can add in some cool supernatural events like wars with elementals or demons, and make cool characters like Odysseus and Achilles real historical figures, which will give us enough of a history to use without making it feel like everything interesting has already happened.
Example 2 – Space Grease
Since Space Grease is a real-world future setting, most of our History is already written. What took place between today’s date and the beginning of Space Grease is of more interest. How did humans move to the star en masse? Who is in charge, and how did they come to be? When did robots gain sentience? All excellent points to address.
Example 3 – Heroes of Tonesvale
Heroes of Tonesvale is an alternate-reality Earth, so most of History can be used with minimal modification. Major figures in history may have been supers, and superpowered heroes may have taken key positions in historical armies, law enforcement, or possibly even politics. Imagine if George Washington had superhuman strength. It would be awesome, and would have made for a few cool stories, but the majority of american history would have been largely the same.