How to evoke the feeling of harshness?

I tend to be sceptical about unrelenting grimness—because I try to make my game world logical.

"The world has been enveloped by a fog of doom for a hundred years". Okay, all people are dead from starvation. The last cannibals died decades ago. Next world!

The world has to be—has to be—sufficiently benign that children will, on the whole, survive into adulthood. Think about the hazards you put into your world. A 10% chance of killing each inhabitant each year? The population is now plummeting.

I think the way to evoke the setting you want is to have good areas and bad areas, benign conditions and crises. It's the contrast between the two that'll evoke the feeling you want. Happy kids, educated populations, active trade and thriving farms will just serve to highlight how grim things get when the systems of society break down.

A war, plague, fire or flood, a bad ruler, a subversive cult, or a band of wandering murder hobos become unutterably grotesque when your characters see its effects on ordinary people.

Are you looking to make a setting with the Good People being in a long term war against a Dark Lord and its armies?

I think making the evil armies consist of people who are either willing or at least compliant to erase whole countries even though they have the capacity to refuse or resists would be a much stronger start than the enemies just being monsters who are not able to behave any differently. They could even just be humans. There have been millions of people who have enthusiastically participated in such campaigns of annihilation all throughout history. No supernatural influence needed to make them do it.

Do you prefer the source of despair to be magical? Mundane is grim in a way that is relatable to players as they draw comparisons to what they know is true IRL. A lot depends on scale of your setting, but:

Corrupt officials, imprisoned heros, weak minded leaders, etc can all flesh out the personality in the world without ever once going to the "it's magic" well.

You can further embed those details in your descriptions. The tavern isn't just a rowdy crowd - instead, locals still go there despite the last innkeeper being killed trying to break up a fight. You can still see the blood in the grain of the bar if you look closely enough. I wonder what will happen to his orphaned child, too.

If you do want it to be magical, something that prevents everyone from getting good sleep could be fun. That will quickly lead to people acting crazy and desperate but perhaps it's not immediately known what's causing it. Or alternately everyone knows what causes it, but is preventing so and so from doing anything about it.

Try to inflict the harshness of the setting to the players or their relatives during the character's creation process.

Let's see some ideas:

• Their family belongs to a lower class, despised by the rulers of their society.
• The family of one of the player characters was cursed by an ancient magic-user, the effects of the curse are transmitted to all the family line.
• As honorable warriors the player characters are binded to obey the orders given to them by their rulers. What will they do when ordered to commit some questionable acts?

I think harshness, edginess, or grittiness really lies in the details and how they relate to the overall themes of the campaign.

I would start with the general theme and style for the setting first and then look for points where you can add more sharper edges.