tl;dr - skip past the italics.
I'm working on fan fiction on my one and this question struck me while I was trying to decide what kind of setting I wanted to write about: I'm writing about a setting that isn't very detailed (aka Tolkienesque), it's a modern world but where ridiculous things happen solely because explaining the real-life consequences of such absurdity would be too complicated; I'm describing characters that aren't especially deep or thought-provoking, who have personalities that, while consistent, are not riddled with life-challenging qualms and deep metaphors like, let's say, Neo from the Matrix.
This probably wasn't a very good canvas for a story, and most of the fan fiction about this world typically focuses on "shipping". I'm not great at writing about romance, so I didn't want to focus on that. The stories I want to tell are focused on adventure and unusual happenings, and dare I say, are comically perverse. At the same time, I want to make these characters breath and feel, but perhaps the detail necessary to make them way simply isn't there. Maybe the world I'm writing in is just too shallow and haphazard to put a more serious, level-headed narrative on. Adding anything to these characters might be like turning Goku from a martial artist to a man with a drinking problem and a desperate need to prove who's toughest.
Anyway, that's the dilemma that inspired this. So what do you think: When it comes to writing fan fiction, is it possible to take a vague world that doesn't have the same kind of massiveness of Middle-Earth and write a detailed story about it, or is it better to work in a world that's very defined and structured. Or can there be a third option; a world like Naruto that is massive and just vague enough to allow for lots of conjecture?