When it comes to increasing the amount fantasy in your fantasy world, nothing beats messing with the celestial bodies. Some of the best fantasy art (in my opinion) comes from messing largely with the way the sky looks. And the stuff that happens when planets align is out of this world (get it?).
Any sort of special alignments and such can be used to signify powerful events in the world that are potentially world-ending unless something is prevented.
We’ll work our way from the smallest to the biggest things in space.
Meteors have a terrifying impact on the world, especially if most or all of the people in your world have no real understanding of cosmology, causing mass hysteria about angry gods or whatnot. But even when people do understand what’s happening, they can still be terrifying due to their potential destructiveness. They can cause temporary climate change from dust in the air. Sounds like fun, no?
Moons are pretty fun for prettying up the sky as well as affecting tides. Having multiple moons with different orbits can cause all sorts of combinations of eclipses and otherwise being laid out in the sky. Rare eclipses and new combinations of new moons and full moons can be used to trigger events.
Planets generally just look like stars, but they move around in the sky more than stars do, so their positions in relation to the stars, constellations, and moons can be used.
Stars are rarely used by themselves, but when grouped in constellations, it’s easy to come up with stories and stuff about them; they can be anything. Often, if a star is solitarily named, it’s due to its relation to a constellation, such as the tip of some constellation’s spear or it could be a long lost son of some motherly constellation. Whatever you want; it’s your world. It’s can be relatively easy to treat constellations as memorials of the past, too.
Also, don’t forget that you can do some interesting stuff with a sun. There are multiple different colors that they can realistically burn at, plus you can have multiple suns.
So… what’s bigger than stars or constellations? How about THE ENTIRE SKY? It’s actually smaller, but from your point of view, the rest is all swallowed up in your sky. What can you do with the sky? Well, we tend to take for granted that the sky is blue, so maybe we should change the color. Or make its color change depending on some condition, such as incoming weather, magical phenomena, or the position of the sun (like our sunrise and sunsets).
All I’m really trying to say is that you should put a little thought into your cosmos to really help make your world otherworldly.