A small doubt, please help.

What do you mean by the “fantasy world” exactly?

 

Concepts that you expect to be unfamiliar to readers should be made clear in some way, either with explanation or through context. You are somewhat free in choosing the degree to which this is done, whether you communicate the gist or use a much more detailed explanation within the story. I think gist delivered via contextual clues usually works best, but if you can work in a more detailed explanation organically, that can work also. Sometimes, a concise statement can make something clear. For instance, immediately after a term is used, the main character has a thought about its use, a reaction.

But yes, I think it'll be fine to write it in English.

 

There's nothing wrong with using English to write a fantasy novel that is based on Hindu mythology written in Sanskrit. Just keep in mind that certain Sanskrit words or concepts might not have an English language equivalent so you might need to explain and use the original Sanskrit word in a way that a person unfamiliar with Hindu mythology or Sanskrit would understand

For example:

Kalki remarked drily, '"It is time to end the Kali Yuga."
Jani exclaimed, "There you go again! Using words that only avatars would use! Try to remember for once I'm a mortal. I don't understand what Kali Yuga is."
Kalki sighed as only an avatar of the god Vishnu could. He explained, "Kali Yuga is one of the four periods of the endless cycle of existence."
Jani said, "Why didn't you just say you're off to end a period of the cycle of life in the first place?"