|I still have this black and white|
copy after all of these years.
The first campaign setting I ran as a DM was a homebrew setting with no name. It had four small continents--looking vaguely like something out of Final Fantasy.
I soon, however, switched to Greyhawk after getting my brother to photocopy parts of Darlene's famous World of Greyhawk poster map for me. I've always loved those maps since I first saw them in my brother's room almost 30 (!) years ago.
I switched to Greyhawk because it took a lot of work to build a world. While I liked drawing continents, I was terrible with names. Also, I felt like I had to design a good chunk of the setting before I started the first adventure. (I, of course, learned later that his wasn't the case).