If taking over the world, rather than just being evil generally, is the goal here, the campaign should start at Level 10, at the very least. Low-to-mid-level characters shouldn't have goals that broad.

Or, if you do want to have them begin at low level, have them start as underlings to a much more powerful would-be conqueror, in which the low levels are quests to further his schemes. As the players become more powerful, they can scheme to depose him and take over whatever resources and power he commands, and then begin conquering the world for themselves. If it doesn't occur to them to depose him, the overlord probably realizes that they are threats to him and tries to do away with them anyway.