World building for paranormal romance novels means engaging your reader, capturing their interest and taking them along from the opening line, through one scene to the next, until they reach that wonderful ending. You want a reader turning pages, forgetting about time. You want them immersed in the world you created.
Think of it like this. A great movie sweeps you into the action with music, vivid cinematography and dialogue (or an appropriate lack thereof) until the credits roll and you