Well the more non critical information you share with your players the more immersed in the world they are likely to feel. Depending on the theme, setting and scope of the campaign you may wish to include things like, major locations, a world history, factions and faction info, artifacts and legends that are widely known, race info [things like culture, major cities, dealings with other races ect] and widely known creatures and people. Of course if you are good at improvising then you can just hand out info as your players ask/need it. Hope that helps a little bit, if you have any other questions I'm more than happy to attempt to lend a hand, just PM me. As always happy gaming.