I've only started in my DungeonWorld Campaign, converting Dark Sun for use, so I'm sure this will be modified when I get more experience.

The first thing to do is to look at what the GM is supposed to do, and how this is incompatible with the setting.  Another question helped me get that into perspective, [How can I encourage players to Spout Lore][1], specifically, *using Spout Lore to reveal a detailed, pre-created world is contrary to the rules*.  At first this seemed as if it were contrary to using a pre-made setting- until I looked at it in a new light, and with one simple thought in mind:

**The setting, as presented, is a framework, much the same as DungeonWorld itself.  And everything in it is rumor- some true, and some not.  It is a convenient bit of planning, that gives some possibilities, that aren't truly tested until the PCs come to bring it into focus.**

That said, I started by setting out my map as written.  I mapped out the area where they were to start- their first adventure- into a front, to put them into the middle of the action.  I also prepared with basics for the areas and NPCs that they would possibly make it to in their first adventure, classifying each feature in one of three categories.  Solid, i.e. they started in Tyr, bound in slavery, and there were the other slaves and slavemasters around, and who the slaves and slavemasters were.  Other things, I qualified as mutable, i.e. certain slaves and slavemasters wouldn't like them and would have certain qualities.  Everything else was only possible.  

If they came into contact with something that was mutable, then their actions would make it less so.  If they came into contact with something that was only possible, their actions would define it.  They might hear of Urik and Nibenay, and those rumors might be of things defined in the setting books.  But until they bring it into focus, none of what they hear is for certain- you find out together what is true, and what is not.

It seems to be working so far, the only hard thing is to keep that truism in mind, that the books are not the setting- the setting is what we create together.

  [1]: https://rpg.stackexchange.com/questions/21710/how-can-i-encourage-players-to-spout-lore