One of the more enjoyable aspects of fiction writing, and science fiction and fantasy writing in particular, is the fact that you get to imagine a whole new world (or many worlds!) and bring them to life on the page. In order for your setting to be believable, you have to have carefully and fully thought out the detailed history of your world. Inherent in any history are conflicts, and conflict is the soul of good storytelling. It's not necessary that your characters' actions shape the world's history on a large scale (although that can happen), but your characters cannot escape being shaped by the history of the world in which they live.
Here's an example from my own writing. In the "Exodus Project" history, scientists have determined that the asteroid 1997 XF11 will hit the Earth in 2028, wiping out civilization as we know it. The asteroid is real, and for a time, scientists really did fear it would impact the planet. New observations showed that the asteroid actually was going to miss by a fairly comfortable margin. My background is based on the idea that these "new observations" are actually a government cover up to prevent chaos and panic. The government starts a massive space program to build self-supporting habitats that will at least allow representatives of humanity to survive. As it turns out, the asteroid really does miss Earth, but by that time Earthers have lost interest in space travel and the plight of the habitats, so they are basically on their own.
The conflict comes in as these habitats struggle to maintain power in the new Solar System. Some worlds in the Solar System are resource-rich, others are resource-poor. Some, like Venus, have a hellish surface and a deep gravity well that largely prevent the exploitation of what resources are there. The Venusians want what everyone else has, and are determined to get it in order to ensure their survival. Conflict at its most basic level.
In order to create a rich and believable history, however, I had to carefully map out the intervening years between 1997 and 2063 (when the stories take place). The interactions and conflicts between the Solar Nations are complex, but entirely logical -- in fact, one is left thinking that things could not have gone any other way (even though they could have, obviously). Unlike many SF writers, I didn't have to create maps of the worlds on and around which the characters live, as maps of all the known worlds in the Solar System are relatively easy to find -- especially if you have a graduate degree in astronomy! I did, howver, have to carefully work out what technology could reasonably be present 65 years into the future and what the implications of that technology might be. As I've mentioned before, I'm an engineer by training, so I actually found it fun. Most authors find that worldbuilding is their favorite part of the writing process.
The danger is that it is too fun. Some writers get so lost in creating their worlds that they never actually sit down to write stories in that world (these writers should be game designers, by the way -- this is an excellent trait in that breed). Others, however, make the mistake of letting all their work on the background take over the story itself. Quite frankly, it's almost never necessary to give an explicit history lesson on your world, no matter how proud of it you may be. This "infodump" is to be studiously avoided! Instead, let your reader discover the world naturally, through the perceptions and conflicts of your characters. Sure, your reader won't know the history of the world as well as you do, so what? Because your world's history is so logical, you've got the grist for a number of stories -- and surprises -- that you can enthrall your readers with for many tales to come!
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