These past days have been an intense study of the ways in which depth in settings can stymie efforts to portray those settings accurately to players. The heart of this problem lies, of course, at the player-character divide. My current group suffers from this much less than most others because if I provide a piece of setting material they instantly devour it and are prepared to move on into the great blue yonder and use the new knowledge that they've gained.
So let us say a few words about this strange and difficult divide. Players and their characters cannot always be assumed to share the same knowledge base. A man who has lived his entire life in the Third Empire of Miles will know far more about it than someone who comes to my table and asks to join in the game. While the wilderness parts of the 10th Age have a very low required threshold for playing, the urban and civilized regions have the opposite: without knowing a good deal about the culture and customs, you're likely to make a character that doesn't fit in or make any sense. Thus, whenever new players come to me I always give them the works—a link to the Atlas, a link to Cults, and a link to the Obsidian Portal page.
Thus, we can attempt to bridge the gap between assumed knowledge on the player's part and assumed knowledge on the part of the character. Players read up and pass the required knowledge threshold, and then play begins and the depths that were not explored in the setting become fleshed out through interaction. That's one way to handle it. Many groups, however, seem to be reading-averse. Can you start them in places that have a high threshold for playing? Probably, but the results are going to be less impressive to everyone around. They'll have to play a sort of improv game where they pretend to understand what people are talking about, or they'll have to turn to the DM and ask: "DM, would I know what this is?" or "What do I know about the area's history?" And of course, being the critical OSR DM that I am, I would glance at their sheet. Hmmm, no local history prof, I will think with a frown. They'll have to consult someone in the town.
And then they either do, and get the information that way and continue playing with a better understanding... or they don't, get quickly frustrated, and leave the game. I've seen it go both ways. Of course, positioning these new types in a wilderness portion of the setting is a tried and true method. They hardly need to know anything save some minor bits of interest about the area, maybe an extremely abbreviated history of their town. Playing rubes or hicks is the best way to get new players who don't want to read integrated into the setting, because then they can explore it at their own pace (without reading, if they don't want to).