This post is not so much about a how-to as much as a please-do. Too often writers have built themselves a fun world without ever building boundaries about what is possible. Example, you ask? Why, sure. Star Trek is about flying around space, exploring in a ship named Enterprise (in case you grew up under a rock on Vulcan).
In Star Trek: Into Darkness, the villain (Benedict Englishname) blows up some stuff on Earth and teleports himself away to Kronos (Google told me it’s properly spelled Qo’noS, for some reason.) Starfleet can’t chase him there, because Kronos is the home to the warlike Klingons.
There’s a reason no one transported themselves from one planet to another in the TV show. If you can just jump from planet to planet instantly, WTF is the point of the Enterprise? And don’t get me started on the whole magic-blood thing. The gods of science fiction and logic wept.
Similarly, the Time-Turner in the Harry Potter books so break any reasonable rules of magic that the reader is forced to ask “Why the hell don’t they just do that again?”
An aside: It’s okie dokie to break these rules in the right place, by the way. In fact, the start of your story may be “Evil Lord Kongoth(®) just took his power to tier 8, when we all know and have previously established that tier 6 is as high as it goes!” You know, just as long as your characters react appropriately when someone DOES break the rules.
Anyway, the final impact of your story can be wholly ruined by poorly established rules. If in your knights-and-swords historical fiction someone pulls out a shotgun and blows away your villain, you make your reader feel cheated and you’ve lost the impact of your work.
“Why didn’t he just do that earlier?” the audience asks. “If King Arthur had guns, Guinevere didn’t have to die by Atomic Hamster in scene 2! I feel cheated! And the impact of the author’s work has been lost!”
So invent some rules for your story. And then, for your own sake, don’t break them lightly.