Following my series on beginning roleplaying, I want to go into more detail about what you might want if you're a novice or first-time Game Master of a tabletop roleplaying games.
I've generally gotten good feedback when I run a game, but I have a few notable deficiencies in my style. I have a bad habit of relying a lot on improvisation. This is actually something that players generally enjoy, because they feel like they have a lot of agency to alter and change the game world, generally, if less emphasis is placed on a particular outcome and more is placed on a particular setup.
However, the problem with improvisation comes in the form of the increased skill it requires. You need to be constantly thinking on your toes, which is why I generally suggest that novices start with some pre-made content in the form of an adventure or adventure frame before they start playing a roleplaying game.
The simple reason for this is that you want to tell stories with details.
I'm not always good at this, but I saw something interesting that could be used as a sort of case study last night. 
While we were in Honfleur, we visited this old 15th century church, which was built by traditional ship builders after the 100 year war. The ceiling of this church strongly resembles the inside of a ship's hull, as you can see in the pictures below.
Image courtesy
This is the sort of thing that marks good improvisation. Think about what we can surmise about the ship-builders of Honfleur from this one event:
- There were a bunch of ship-builders who were called upon to build a structure, either because nobody else was around to do it or because they felt like wanting to do it.
- The people of Honfleur were religious enough to invest a significant amount of resources in building a church.
- This church was deemed significant enough to be maintained and survive for centuries.
- Although it may no longer be as important, this church appears to still be in use for religious practice, given the state of the altar.
When you're GM'ing, you want to build stories around little details like these. If you're running a game in a place where a particular culture, lifestyle, or profession is or was extremely important, you should think about how that is reflected in the way the people live.
This creates details and vibrancy for the players, giving them an opportunity to feel like this is a world they can explore. This is usually where I fall into trouble; I like to give really terse descriptions.
But you have to ask yourself which is better: "You walk into a church." or "The old church at the end of the boulevard has stood for hundreds of years, the arched ceiling in its sanctuary a testament to the ship-builders who created it."
Obviously there's a lot more mental effort going into the latter description, but I find myself usually defaulting to the former. Some of this has traditionally been due to time pressure, but also because as a GM there's a temptation to feel the need to focus on rules-based play and stick to worrying about the mechanics of the setting.
This won't destroy a game, but it keeps it from reaching its fullest potential.
The great thing about improvising, however, is that you don't need to stick with your initial concept, and you don't need to flesh everything out a whole ton.
Even "The old church at the end of the boulevard has stood for hundreds of years." is superior to "You walk into a church." If the church becomes significant, then you can continue to make it more of a big deal and go into more detail about it.
One of the things that I like that some games do is that they associate everything with concepts, similarly to how you might tag a post on a blog.
So you might have a town on the coast and associate it with the concepts of Seafaring, Industry, Piety, and Tradition.
From there you can play with each concept individually (like having players go to the shipyard, a representation of seafaring industry), but you can also find interesting and novel ways to combine the concepts, like having a church that was built by shipmakers hundreds of years ago.
I suggest that you make an effort whenever you run a game to come up with those concepts and work them into your descriptions of places, characters, and events. Don't let them rule your story, but use them as a resource; if you want a character that clashes with their surroundings, explain why. Maybe have someone who is not religious or someone who hates seafaring in a place otherwise associated with piety or seafaring.
This will create a world that the players can perceive as living, and give you a solid base for moving forward. Even if you're running more pre-scripted content, nothing will ever go exactly as planned and identifying the concepts that can lead into more development of details will help you when things go off the rails.