I have never done that before because I have never written fantasy writing but before I start writing about anything I like to search about that topic for a while watch some videos and images regarding that so that i have something in my mind and then i try to write whatever comes to my mind and it has worked for me many times.
Creating a mood strikes me as something essential, but which isn't always helpful. I noticed I write most often when struck by inspiration, which happens pretty much anytime, anywhere. I've written dozens of drafts for future stories on my phone while eating my lunch, or describe potential characters.
This being said, once I'm back home and actually have to begin writing, yeah setting a mood is an absolute necessary for me. I usually put some celtic folk music, folk music in general - instrumental is an amazing source of inspiration for me - or some big epic-cheesy-orchestra soundtrack you'd expect to see in trailers for fantasy blockbusters.
This said, the tavern-soundtrack thing is one of my all time favorites, and I've been using the good ol' inn music I heard back in the day when I was an avid WoW gamer. See for yourself