I would add a fifth one which I've heard somewhere: For every setting element you create, also create some secret element behind it or related to it. This gives the PCs something to constantly discover or investigate. Some of the secrets might be earth-shattering ("the gods are really just powerful mortals?") but many will be minor ("ah, so the mayor has been in league with the bandits all along..."). Don't overdo it: if you can't think of a good secret, don't jam a lame one in there just to meet the quota; the point of this guideline is to create a setting with a lot of subtlety and mystery, not turn the campaign into an ongoing Scooby Doo episode. (As a point of procedure, I think it's easier to write down this secret knowledge in a separate place, so that you can show your "setting guide" to interested players without having them learn all the secrets.)
(BTW, I got here through Johnn Four's Role-Playing Tips Weekly, so hopefully some noob GMs did get exposure to these helpful maxims.)
The Black Forest- actually a part of another forest, is said to be cursed by the presence of some horrific monster, which burns the very earth with its body!
No one has yet seen it and lived to tell, so be warned!(see NPC Aurelius Blackfoot for details)