In the Beginning
Writing doesn't begin with the writing, it begins with the idea. Before you can write about Susie Stalino and her Casino Boys you have to figure out who Susie Stalino is. How old is she? What color is her hair? Who is her favorite singer/dancer/writer/etc.? Is she open and happy or quiet and reserved? What made her that way? And what about her Casino Boys? Are they actually boys or are they men? How many of them are there? Why is Susie the leader and the boys are just "her Casino Boys"?
So you decide that Susie is a bottle-blonde with curly hair that used to work as a chorus girl in Las Vegas before she was accused of embezzling money. Even though she was innocent, Johnny Bottle needed a patsy and poor Susie was it. When Susie can't return the money she didn't steel, James "the Smokes" Dennison kills her husband and two kids and burns their house to the ground. On her path to revenge, Susie meets up with three street urchins that she takes in and teaches, and they go from casino to casino counting cards to find information on Dennison.
That tells us who Susie is, why she has "Casino Boys" rather than just "boys", and how many boys there are. We know that Susie is essentially on the run and uses children to do her dirty work while she plans revenge on the man that killed her family. But that's still not enough information.
We still need to know what sort of life Susie lived before Dennison killed her family, and for that, we definitely need a setting. What year is it? What's the name of the Casino? How big is it? Is it prosperous or struggling? What sorts of games are played? Is the gambling fair or is it rigged? If Susie is a chorus girl then there need to be shows; what kind of shows are they? How many girls? How many shows? Are the shows well attended? Are the girls well liked?
So for the purposes of this exercise, we'll say that it's 1929 in the middle of prohibition and the casino is an illegal, underground gambling joint and, rather than being a chorus girl, Susie was a card sharp employed by the casino to make sure profits stayed with the house. With every win, she would keep a portion of the money and the rest would go back to the casino. James "the Smokes" Dennison is the owner of several illegal casinos, and Johnny Bottle is a freelance card sharp currently employed by a rival casino house.
Of course, now that you have an era and a setting, you need to make sure you get it right, which involves a lot of research. Different genres require different levels of research. There's obviously going to be less real-world research involved in a high fantasy story than there would be in a historical fiction story such as Susie Stalino and her Casino Boys. Your job, before you ever write a word of prose, is to find out what sort of world you're building and what is involved in building it. A general rule of thumb is to research twice the amount you'll ever need because, even if you don't use all of it, the things you learn will subconsciously affect the world you build.