I've talked a lot about mystery in fantasy. You'll notice that a ton of posts on this blog are concerned not so much with the gameplay, but the implications of the lore in games like World of Warcraft, Elden Ring (and the rest of the FromSoft oeuvre,) Alan Wake (1&II, probably more the latter) and Control. To greater and lesser extents, each of these games has a depth of lore - beyond the surface-level story (which in FromSoft games is extremely thin, actually) there is a whole cosmos of implication and suggestion.
Naturally, these games all have an influence on the way that I build my D&D worlds, whether they be my wholly original setting of Sarkon, or borrowed, "official" settings like Ravnica or Ravenloft.
Looking especially to Sarkon, I've spent the past nine-and-a-half years, since getting my original 5E core rulebooks in the summer of 2015, fleshing out the world, doing major retcons in some instances (I recently shrank its timeline since recovering from an apocalyptic era of chaos from 20,000 years to 2000 years) but for the most part, I've just been building it up, fleshing it out, coming up with various historical eras, various locations, and various factions and forces at play.
It is, frankly, a huge amount of lore, and while I think I've mostly gone in broad strokes - marking the major cities and towns on four continents (and one underwater realm) with a couple sentences describing each.
But, for example, I can tell you about the evolution of a clan of post-apocalyptic scavengers evolving into a powerful group of mages, their conflict with an ancient gold dragon that ultimately led to an alliance with said gold dragon, the mages' development into a true magocratic city-state, which then receded into the shadows when they were conquered by a barbarian warlord, only for this council of mages to evolve into a hidden conspiracy that, in the modern day, seeks to manipulate and control events from the shadows.
What a player is likely to encounter, though, is just rumors of some sketchy figures in black cloaks appearing at notable events.
See, I think that the best approach to lore is to know it but only rarely show it, and even more rarely tell it.
As a DM, you want to know as much as you can about the world that the players will be inhabiting. The more details you can keep in your head, the easier time you'll have portraying a fleshed out, lived-in world. It'll also help you improvise things in your world that remain consistent - for example, I just thought of a town where they have some kind of fox-themed ritual, a ritual that was, for a long time, outlawed. The actual reason for this is that the Fox was the heraldic symbol for the dynasty that rivaled the local noble family, but this ban expired after a few generations following the Fox-affiliated Shaw dynasty was wiped out.
And yet, the importance of this Fox festival could be a hint to the players that something involving the Shaws might become relevant to the plot of the campaign. If not, though, it's just a detail about the world that makes it feel more real.
Now, there is a risk here: the singal-to-noise ratio risk. D&D players are trained to consider every detail important. Consider the thing in Critical Role's campaign where Matt Mercer took slightly too long describing a chair and the party became convinced that this chair had been a crucial part of some magical ritual, and not, just, you know, a thing someone had brought to sit on.
DMs live in their world more than their players - a player basically only gets input on the path their character takes through the world during the 4 hour session they get once a week. But as a DM, you spend a lot more time preparing things (if you're like me). Yes, the day-to-day session planning can go quickly (especially if there's combat - which always takes a lot of time for my players) but because you have the most control over a world as a DM, you also have the constant opportunity to think and plan out what will happen and what the players will discover.
Consider, also, what kind of players you have. I have one player who will devour any lore document I send him, and will take detailed notes to connect all manner of hints and ideas - this player is both a blessing and a curse: a blessing in that the various foreshadowing breadcrumbs I leave are actually seen and appreciated, and a curse because if I slip up at all and say something inconsistent, he'll catch it.
But I think most players will only really follow the surface-level story. They're worried more about their character and what they do in the world.
And that is why you really want to be careful to avoid a lore-dump.
Lore is powerful, and I think it's actually one of the most appealing things about fantasy as a genre - the feeling that the world you've entered has depth, three-dimensionality. But, for example, when the hobbits are attacked by the Barrow-Wights in the early part of Fellowship of the Ring, their escape from the undead monsters is more immediately relevant than the deeper implication that these were humans who worshipped Sauron way back in ancient times (I can't remember if this was in the time of the Witch King or not - my Tolkien knowledge is probably deeper than the average guy, but I've only ever read the novels, not the other sources).
Where you want to be explicit is in that surface-level story. Frankly, a FromSoft-style campaign in which the players are told to do something like "light the beacon of night" and then punted out the door to go do whatever the hell that even means doesn't really work in something as open-ended as D&D. I mean, you take the opening of Bloodborne, where you're only kind of told to seek Paleblood, which... I've played through that game multiple times, and I only sort of think I know what that even means. But in D&D, that first guy who gives you the blood transfusion is someone players would probably not leave without interrogating them as to what the hell Paleblood is.
In other words, the actual surface-level plot should be something that the players can understand clearly, even if there are mysteries with twists and turns. The lore is the structure that that plot is built on, and by showing elements of the lore that are relevant to the plot, you can help the players get a sense for how their story fits into the larger setting.
But to do this, you need to have that dense, strong foundation.
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