>>32817879I don't have much in the way of advice, but what I can tell you is that I agree with CamPane and Mimiga in the sense that you should probably play through at least one of the games, or watch one being played. That could help you get a feel for how the world is set up and what the rules are.
Also, like Mimiga said, the world has an established geography with lots of landmarks and towns, so you should bear that in mind when designing your setting. Or you can do what I've been trying to do in my PMD stories and invent an island just barely outside the borders of the canon world map, to give yourself more freedom.
Finally, while I agree with the idea that being "needlessly dark" is a bad thing, the games themselves actually have a tendency to be pretty dark and mature at times, so a little darkness in your story wouldn't be out of place. Just don't go overboard, of course.