GURPS solo

I was wondering how GURPS solo players go about starting a new campaign. What do you use for world building since it is a generic system? Do you use any one of the books they’ve released as a starting point, or do you build your own world?

I know I could ask this on r/gurps but figured I’d start here as I’d like to run it solo. I’ve had it for a while and have a pretty good idea how to play. I’ve used other systems, but never anything generic for solo.