I also run a one-on-one "solo game" with my wife Lute which we run in the evenings after the kids are abed. Our current campaign is a D&D-style heroic fantasy one and right now her character and a couple companions are exploring an ancient temple that connects with myriad other universes.
Instead of mapping out the temple, I decided to run the exploration of it as a series of Random Encounters. I made a table of the kinds of monsters I wanted to show up and another of the different types of rooms that she would find.
On one of the first rooms she entered, the random room type came up "anachronism", meaning that the items and furnishings she found in the room belonged to a radically different setting than the one they were in. (I already had her encounter a group of sorcerous Nazis, I figured we needed a few more weirdities as well).
So off the top of my head, I described a Victorian Era gentleman's study, with leather backed chairs, fireplace, a globe, a snifter of brandy on a side table and a framed portrait of Queen Victoria.
Except that Queen Victoria had elf ears.
And the globe depicted a large continent in the middle of the Atlantic Ocean.
I intended for the room to be just a bit of local color and for Lute to move on to the next room, but she wanted to explore a bit. So I came up with a friendly retired colonel with bushy side whiskers and elf ears who met them and offered them tea and regaled them with tales of fighting flying monkeys in India.
And the more I improvised, the more I thought, "Dang! This would make a good campaign setting! I need to write this stuff down!"
And so I am.