Well I mean, for years now I have built a small danish superheroverse, after never being allowed to do a short film I wanted in shool and just... deciding to keep developing characters ad use them more traditionally. So while I haven't exactly mapped out a lot of rules or specifics, there's certainly some stuff so far.
The main thing is that, given this uses Denmark as a setting, characters from Scandinavian folklore do exist. One of my "main" heroes got his powers as a reward from Thor, and one of his main enemies is a troll looking to reclaim his Changeling children (folklore used to explain bratty children as Trolls kidnapping human kids and replacing them with their own shapeshifted offspring) in order to recruit them for an army led by some manner of Elf/Troll king I haven't fully developed. And I've toyed with the idea of adapting the Midgard Serpent / Jormungandr, said to be a sea serpent "large enough to wrap around the earth" as more of a species of sea creatures operating as a hive mind. Essentially, make the "wrap around the world" more figurative.
Other characters are, if not the ACTUAL characters, based on them. I have a handful of villains based on stuff like Særimnir (a hog that the warriors in Valhalla eat every night, only for it to grow new flesh before the next meal), the Bog Hag (the witch who we used to claim caused mists and fogs by brewing potions) and a Valkyie (the winged woman who brought warrior souls to Valhalla - though my version is a winged mutant woman who THINKS she's a valkyrie and challenges people to the death in the belief that she is 'recruiting'). And I am trying to think of a non-cliché way to do a music based villain at least loosely based on Nøkken, a trickster fiddle player that lured children into lakes with his music in order to drown them.
Another villain will turn out to be an alien creature too, so I guess I got the whole "fantasy kitchen sink" aspect of a superhero verse covered, heh.
And this is not covering another little idea I had for a possible game (that will enver happen cause I dunno shit about making games, or sprite art, and can't pay anyone for anything) called "Featherweight", which would basically be a Megaman-esque boss rush with all characters being anthropomorphic birds. I have ideas for a Rockhopper Penguin, Toucan, Spoonbill and Peacock boss, and was considering the final one to be based on the Thunderbird of native american myth.
....have I worldbuilt enough yet