Perhaps I'm unique, but I always find trying out a new setting or even RPG system intimidating. I've noticed that a major aid for me in approaching these is to use an adventure for that setting or system.
For example, I had a hard time feeling comfortable in my Ptolus campaign until I finished the Doctrine of Ghul as a mini arc. While I have my critiques of the adventure, it provided strong inspiration and examples to emulate for future games in the city setting that matched the flavor and scope that I'm trying to capture.
Perhaps that strikes at the heart of the issue. I try new settings and systems because I want to feel the things that the creator intended. I don't want my Midgard campaign to feel like the Forgotten Realms. But the nuance can be hard to create in our own adventures until we have seen something to influence their design. Empire of the Ghouls helped give me a good starting point and things to draw upon when my campaign went off it's rails in the Blood Kingdom with the regional fight against Lady Illmalad.
These thoughts were spurred by reading through the lovely Broken Weave sourcebook recently. It represents some major departures from the fundamental assumptions of 5e play. Ones that create tonal and narrative differences I want to lean into. The short adventure, the Titan's March, enabled me to get in the right headspace to do this, providing a framework to get started and things that I can copy and completely mix up in future games in the setting. I think in the case of single sourcebooks like this, such an example is even more critical as the entire burden of learning, teaching, and then creating an original adventure otherwise falls squarely on the GM.
This is one reason I think open licenses are so important for RPG systems. It enhances the ability of GMs to obtain adventures to learn and emulate, and means that publishers creating a system don't need to invest as many resources into creating a large adventure product or many smaller products if they choose not too. A dynamic TTRPG community enables us to experiment and combine elements from different products and systems to enhance our own games.
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