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Two versions ago, I started one in 1871, and it is still going strong. I'm in 1911 now. I have started others that I couldn't get into as well. Here are a few things that made a difference.
In this one I did a lot of research of census records and the history of cities until that point so that the league would feel like it really could have existed. Each team had a market size proportional to the city's population in 1870, and I have adjusted these every ten years. The nicknames were all historically based. For example, the St Louis Survivors were so named because the real St Louis had a cholera epidemic right before the league formed. This would be an uplifting nickname for a city banding together.
Another things that I have done is to change 2-4 things about the league each year based on what I think would have really happened based on the previous season. For example, if one team sold out all of its games, it might build a bigger park. If every team is flush with cash and there are excess talented players, the league might have an expansion draft. This has kept the league dynamic like real baseball history.
One of the best things that I have done to keep myself interested in the league is to come up with backstories. Early in my league, the Baltimore Shippers had terrible attendance for 3-4 years in a row. I moved the Shippers to New Orleans the following year and renamed them the Rebels. New Orleans did even worse so I moved them back a few years later. Coming so soon after the end of the Civil War, I assumed that the southerners would see this as Yankee imperialism and that the system was rigged against the Rebels, and that the Rebels would threaten to go to the papers if the league didn't have an expansion draft to give them a team. When the new Rebels and the expansion Cleveland Eeries couldn't win, they would threaten two more times until there had been so much expansion that the new teams could break away and become a rival league to the older, more established league. Backstories like this give the league character and make it more interesting to play.
Lastly, have fun! A fictional league is a big sandbox. Play in it! If you put the time into it, it can become very real to you as you watch the fortunes of teams and players rise and fall, and you eventually get to induct your first Hall of Famers. Good luck!
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