Many different sources: Sometimes when I play a game or see a movie i think: how can i do that myself? Sometimes i just imagine a fanficion/alternate events or an MC in a already existing universe (basically daydreaming XD). Then I just write the ideas down and develop them with more detail when i see fit.
Sometimes even real life, either history of civilizations/mythology or even the current global panorama (or at least the part i am aware from) help to create a lore or character with more weigh in their own universes (Kings/Queens of civilizations, how a fictional war started, Generals, resources disputes, etc.)