(Assuming that its cardboard nature is not part and parcel of the comic atmosphere -- though not all comic fantasy, even, can take place on a flimsy world.)
This varies in problems. In the pseudo-era, where the serial numbers have just been filed off and repainted, without intending to conceal the original, the big problem is avoiding anachronisms, such as easily turning on the light in a setting that's obviously Regency. When you try to build the world from the bottom up, with geography, history, economics, and all the rest, the big problem is plausibly working out all the details, without sacrificing the quirk and liveliness that a setting is not realistic without.
Then you have the weird, wonderful, wacky worlds. A world run by Anthropomorphic Personifications of words and numbers; a world where the story is a game of chess; a world where there are animated china figures, or jigsaw puzzles, or what have you, but which all have in common that most questions about world-building were tossed out the window and didn't even have the gumption to try to sneak back in.
Such a world needs its own, internal logic, some kind of governing metaphor, to convince that it's a real world. Unless it's just a purposeful world for the benefit of the child dumped in it, to learn a lesson, to enjoy an adventure, and so forth and so on -- but those worlds often are awfully thin, and it gets a little hard to raise the stakes. Is it really wrong of Alice to shake the Red Queen into a kitten, when the Red Queen is really only something in her dream?
Most internal logic is in grave peril of falling into the purposeful world, in being blatantly put there for the author's purposes. Particularly when it harmonizes all too well with the theme and conflict of the story. Overarching metaphors need to be something big. Like transformations, or liminality, or time. . . something that can't be exhausted in the story, and which carries a lot of implications so that the world can be fully fleshed out, with local color and all, to seem real.
It does help with unity of theme. A Bright Sparkly Idea presents itself and can be sorted into the right story by sort of setting it requires.