Yes, I definitely agree with NO1SY in regards to that the world is probably what allows for the creation of a good adventure. Except Borderlands comes to mind more than One Piece for me...(this probably says a lot about me as a person, I'm just not sure what it says lmao).
Again, speaking from my writing experience, perhaps a good idea is to have an idea in your head of some kind of map, or to just draw one (and it doesn't have to be super pretty like what you see in the beginning of some fantasy books, it can just be circles for land and lines for forests and dots for deserts, so on) just so that you can keep in mind where the terrain is. You can pick parts of it for the story to take place, and think about what that terrain can add to your plot. Why do your characters from the forests need to go to some mountain on the other side of the land mass? Maybe it's the only mountain that can be mined for a precious mineral to use as payment for this wise mage's service to them. Stuff like that.
Having a reason to travel adds that certain layer of depth, as well. You can use travel time to character develop and use dialogue as a way of explaining plot events or explaining character concerns for whatever some villain may be up to, and use it as a wonderful interlude away from the heroes maybe to discuss what the villain is actually up to.
But, to summarize, understand the world your adventure takes place in, give reasons to explore it, and then just explore it and let the adventure reign!