Hello, folks! I'm a brand-new DM working on my first campaign and I'm building a world from the ground up. Right now, we're running the "Phandelver" adventure to get our feet wet and hammer out the rough edges of our playing so that we're smooth(er) operators when it's time to jump into my fresh-baked world.
I'm really excited about my world, as its pretty unconventional, as far as I know. My players have their "typical" fantasy characters, but I want to surprise them by sending them to non-high fantasy locations, like a cyberpunk world held in the thrall of digital elder-gods, and send them on a post-apocalyptic, Mad Max-style train robbery (balancing fantasy weapons against guns and futuristic technology won't be an issue, because this is make-believe...

).
They've asked a few questions here and there, and I'm doing my best not to drop the ball, but I've read that actually letting my players help build the world is probably a good thing. What should I do? I really want to surprise them and subvert their expectations, but should I let them in on it?
There is another thread asking about how much the players should know about the rules, and I answered in that thread that they need not necessarily know anything.
But when it comes to setting, the same thing does not apply. Players must be given enough information about the setting to make reasonably informed choices when faced with problems. In general, your players should be informed about everything that their characters - who have lived in the make-believe world even if the players have not - could and should know. If in your make believe world, elves are notoriously violent cannibals, then your players should be either told that up front, or you should reveal that their characters know that elves are notoriously violent cannibals whenever elves or knowledge of elves first impacts the game.
Failure to do that is called pulling a Kragwurld, from the in fiction world within the comic strip Knights of the Dinner Table. Within the comic, one of Muncy's DM's is a man called Nitro Ferguson, who is an intensely creative man with a bit of a sadistic streak. His 'Kragwurld' setting subverts tons of player expectations, but they are only allowed to uncover details about the game world by trial and error, even if those details would be well known to ordinary inhabitants of the world, resulting in a game where no one ever gets a fair break. This is bad DMing, and specifically this is ego driven DMing. As a GM, I'd advise you to avoid dwelling on fantasies regarding how future scenes will play out, and as much as possible drop all expectations regarding them. Instead, try to think of all the different ways the players might respond and prepare contingencies.
On the other hand, you can have 'campaign level secrets' which are things that ordinary people and perhaps everyone, even the gods, within the campaign world do not know. These secrets can only be revealed through play. For example, you might decide that your game is actually occurring within the Matrix or within Westworld, and you don't want to reveal this to the players initially. Or you might decide that the gods aren't real, but are instead collective delusions powered by peoples collective faith. Or you might decide that although almost everyone in the world believes gods aren't real, in fact they are and allow the characters to discover the reality of supernatural forces in game. And that's fine, but I'd like to make one caveat about subverting the premise of the game wildly like that, and that is that not everyone in your game is necessarily going to be pleased to discover the game you intend to run is one wildly different than the one that they signed up for. If a player gets excited about the initial premise, and then you pull the carpet out from under them you face the problem that not only might they now be disappointed to not get what they promised, but they might decide that they aren't particularly interested in the campaign as it actually is.
So in your case, let me ask a few specific questions:
a) Do people in your make-believe world, or at least educated ones, know that they live in a multiverse containing highly varied worlds?
b) Have you floated comparable ideas to your players, such as suggesting that though you don't want to reveal particulars, your envisioned game is in some ways similar to or inspired by Planescape, Spacejammer, or Q1: Queen of the Demonweb Pits? Do you have some reason to believe that your players will enjoy a wild over the top fantasy with lots of craziness, randomness, and unpredictability? One thing you are risking here is owing to the many different tropes you are throwing together, that your players will see the setting as being 'gonzo' or 'silly'. Extraplanar travel to different worlds isn't a new thing in D&D, but its not everyone's preferred style of play. I get the feeling that most people either love it or hate it.