|This is one of your leads. Embrace it.|
Being Organic is The Key
This task is more of a chore for some genres than it is for others. Sci-fi and fantasy in particular have to figure out a way to convey the soul of a setting, without getting bogged down in delivering huge lectures on the history and politics of the worlds they're creating. And, while that sounds like a Herculean task, it's not as hard as it sounds. You simply need to get into the habit of introducing world flavor and information in such a way that it feels organic.
|Some things will require more explanation than others.|
Remember when you were in elementary school, and you first learned how to pick up context clues to figure out words you didn't know? Now that you're an author, you need to use that strategy to get your audience's juices flowing. Don't tell them every, little detail. That's going to bore them. Instead, learn how to insinuate, and provide context. This will build your world in the background, so it doesn't get in the way of the story as you're telling it.
For example, say that your story takes place in a fantasy metropolis. You want to bring across to your reader that this city is not only huge, but that it is a center of commerce, culture, and a place where people of all races and ethnicities come together. The easiest way to do that, is to incorporate the information into a scene. If your main character is a resident of this city, show that speaking multiple languages is fairly common there. Show that, in addition to humans, there are fantasy races all over the place, and that no one remarks on their presence as odd or unexpected. When your protagonist buys something, show that the coins come from lands both near and far.
You can give smaller hints, as well. For example, if someone swipes their fingerprints to make a purchase in your sci-fi setting, and it's referred to as a credit exchange, then it's safe to assume that physical money isn't that big a thing in this world. It also implies there's a central database with everyone's biometric information in it, making it nearly impossible to drop off the grid without extreme measures being taken. If vehicles all run on electricity, then it implies a level of technology well beyond the internal-combustion engine without having to give specifics. If magic is commonplace, then it will be reflected in everything from how working-class people do their jobs, to how people fight wars. The same is true if magic is rare. Every stone you throw into the pond of your world casts ripples.
Don't Make Accidental Decisions
When it comes to the stories you tell, you're the director. You frame every shot, and you make all the decisions about what appears in the foreground, and what gets ignored. You are the lens through which people will see this story. Which is why you need to examine everything, and make sure it's just right. Phrases and colloquialisms, fashion, weather, religion, and other cultural touchstones are present in every story. In some stories, you could write a whole separate book just detailing those things. But you need to use them as spice, making your story more enticing, without overpowering the taste of your plot.
Sounds easy, right?