I agree 100% with Rob. When I put a story on paper, I create a world–a world that up to that moment existed only in my imagination. There is no feeling quite like that. Maybe the story will be published, maybe (even if it isn’t) others will enjoy reading it. That would be nice. But the main thing is, I created a world. A world that now exists even if no one ever reads it. It’s almost a godlike experience.
So go ahead. Fire up that computer and start to write. Let the story take you where it wants to go. Get to know your characters. And write, write, write.