ATHANATOS: General Guidelines
One of the general ideas of Athanatos is that the world follows the same general laws of nature as our world, and originally had the same general properties (if not the same physical layout) and life forms as Earth. But at some point, humans discovered magic and how to use it, and began to reshape the world in their image. While they are many fantastic elements and creatures - such as dragons, dryads, undead, and much more, all ultimately trace their origin back to humans and their magics. The only outside source of power are apparently the Celestial Star (and even then it is uncertain who really answers the prayers of its worshipers) and other extraterrestrial entities which can be visited by powerful mages with spells.
But these extraterrestrial sources of power and magic should remain truly alien, more like the creatures of the Cthulhu Mythos (if not necessarily as malevolent) - if you want to introduce something from human myths, legends, and fantasy stories, try to figure out how humans created it, and why.
Likewise, certain questions of morality should remain ambigous. Is it right that people prolong their life in the physical world in this way? Is the Celestial Star an evil, soul-eating monstrosity, or the gateway to Paradise? Question like these should never be "officially" answered. Characters within the setting will argue a lot about these questions, but the only one who knows the "Ultimate Truth" should be the game master for each individual campaign.