I find half the little details in my universe get filled in as I write. After I've done first draft of a story, I'll go back and fill in the background notes (this tavern has this layout, the windows is now broken, the bartender is called X and has a scar there) and check I haven't contradicted anything, but most of the time it's "I need my character to refer to a historical event that parallels this one, invent something quick", and figure out history based on that. I know the broad outlines in advance, of course, but details: no.