No matter where your story is set, or how outlandish your fictional world is, it still has to be populated by characters whom we can understand and either root for, or love to hate. They must generate an emotional reaction in us. Their motives must be ones we can understand.
The setting should also be one we can get behind. After all, we know how our planet works/is run. How is this done in your fictional setting? Are there corrupt politicians for example? (I refuse to believe that could just be on Earth!).
Especially in a fantasy world, some ideas of what it looks like, how the species live, what kind of wildlife is there etc deepen your characterisation of the setting itself. (Setting can often be a character in its own right and I don't think it's a bad idea to treat it as one. It means you think it out for a start!).
Images for the review are on the CFT post and many thanks to the Chameleons for them. Images below are from the ever marvellous Pixabay.