Sometime in 1980-81/82. It was before we got hold of the Expert set & any AD&D rulebooks.
At first we didn't have a "world". Just adventures each adding a bit of detail if needed. Sort of like watching an ink blot spread.
Then for some reason we needed something more. So I drew a rough map. Being a kid in the USA, the easiest map to sort-of copy was... the USA. So the eastern coast of the continent looked alot like the outline of the Eastern USA/North America. Going west would be filled in as needed.
Then we got the Expert set.
"Huh, TSR copied the general outline of North America." Proof that we were doing it right.
Of course some of what TSR put on the map didn't work at all with what we'd already come up with. That stuff just got ignored or moved. Other stuff we kept.
And it's been slowly evolving ever since then. You'll find places & names cribbed from all manner of sources - books, assorted D&D products, reality, other games, etc on my map. Even from other campaigns.
In recent years there's been two large influences on my "world".
1) PF. The PF "world" lies eastward from my continent, across the sea, much as Europe does in RL. It's referred to in my games as "The Old world.
"The Azlanti Isles? that lie westword in the ocean in PF? Well, my map long had a bunch of islands way out in the middle of the eastern sea.... Now they have a name & some more detail. They form the divide between My World & the PF setting.
2) A friends campaign world. He went to considerable effort & came up with some cool stuff. His map looks suspiciously like the Eastern USA.... He ran a great campaign that lasted for almost 3 years & when it finished he never did anything else with his "world". Not even when he DM'd other D&D/PF games.
Some of his stuff would fill in space quite nicely in my own world though.
So I asked him if I could use his stuff in my games. He said go for it.