Session zero is probably one of the more consistently stated pieces of advice, and it's a good one. However, it's one that applies as much to players as it does to GMs, and this is a thread for GM advice, so mine will focus solely on that particular objective.
For my two coppers, my number one piece of advice is to keep the focus on the players.
What this means is that the players have the ability to affect the world for good or ill, and you continually call on them to do so. It also means you somewhat have to frame your plot and setting around the fact that, as another poster put it: "no plan survives contact with the PCs". You have to constantly be re-evaluating the effects of their actions and what information they have at their disposal, and adjust accordingly. This is difficult to get used to because it flies in the face of conventional storytelling, but it's also what makes D&D as magical as it is, in my opinion. The idea that even in more structured adventure paths there's so much room to be surprised or alter the story, based both on player choice and how the dice fall. The downside is you have to constantly steel yourself against cop-outs like railroading and overpowered DMPCs.
What I'm trying to articulate (poorly) above is that your PCs should always be first in the context of how you go about creating the story and setting, constantly asking yourself why the characters should care, what's their stake in this event going on, how can you challenge them, both individually and as a group, what their goals and aspirations are, and so on. Working from this angle will help you keep your players engaged in the story and the world, and that has been the most consistent factor in player enjoyment in my experience.