Creation Myths
Every human culture has a "creation myth": a story that explains how the universe, world, and/or human race came to exist. Some are cataclysmic, others peaceful, but they all share one characteristic--they demonstrate humanity's need to understand and explain the environment around them.
A creation myth can be a great way to help a DM understand his campaign world. Knowing how and why your world came to exist is invaluable in understanding why things work the way they do. A world created by its deity or deities generally takes on a very different theological flavor than a world where the deities showed up later on. If a person can point (metaphorically or literally, depending on the setting) at a particular being or beings responsible for the world upon which he stands, chances are he's much more likely to revere or at least respect the gods. On the other hand, if the gods aren't believed to be responsible for primal creation, then they can be seen as nothing more than immensely powerful kings or empresses, ruling over the world thanks to their divine power.
A world or people's origin can have sociological ramifications as well. If the first dwarf was forged of clay and stone, the race will likely display a psychological connection to the earth that goes far beyond "We like to live in caves." If the gnome creation myth describes goblins as "twisted mockeries created in the image of our people," that may well explain the racial enmity between those two races. A human origin myth that describes them as the last and most perfect creation of the supreme deity sets up a pretty strong superiority complex.
In a game predicated on telling stories of fantastic heroes with great powers, a creation myth can also shape the tone of the characters and adventures. A world created by a benevolent deity still worshiped today probably has lots of temples scattered across the land, each one a potential haven for good-aligned PCs. In this world, adventures probably take the form of battles against hidden evils, forces which--despite their power--represent the "minority opinion" of the land.
On the other hand, a world whose creation myth describes a terrible dragon who consumes each world in fire before giving birth to the next presents a very different setting. This one is likely to be filled with apocalyptic cults, and the characters might be called upon to halt their terrible plans to accelerate this world's destruction in favor of the next.
Any DM looking to write an origin myth (or myths) for his campaign setting should consult those of real-world cultures for inspiration. An online search can be a good start. Here are a few interesting sites I've found on the topic. (All bookmarks worked at the time of publication. I take no responsibility for the material on these sites.)
Creation Myths from around the World
Common Elements in Creation Myths
You can also read my version of a creation myth, which I used for my Bloodlines campaign. It's not a complete tale--it's more about the role of the earliest gods than about the birth of the planet, and only contains passing references of the origins of various races--but it still helps shape how I think about the world. In this case, it's also a secret creation myth, known only to a few select scholars, historians, and lorekeepers. This allowed me to slowly introduce mythic elements as the campaign went along, which the players only started piecing together toward the end.