So it's hard to contextualize adventurers since they're often born from spur of the moment inspirations and pod-dropped into a world their players know nothing about.
In a normal dungeon crawl this is fine but in my current weekly campaign Gabe Jr has a fine taste for story games and roleplay. So I want to provide him some opportunities to learn about the setting and flesh out his character without throwing ham-fisted explanations and exposition at him.
So the big question is how do I go about doing that? Well if the players control their characters' actions, personality, and background, the dm controls everything else. I literally have an infinite list of npcs, monsters, and encounters at my disposal. To be honest that feels a little intimidating on my part so I'll start small and hopefully that will get the ball rolling.
If you've ever moved to a new town with no friends or family near by then it's probably intimidating or down right scary to go out and mingle. The same can be said of pcs.
So I decided to use Zak S's contact rules from Vornheim and give Gabe's character a friend. Now all I know of this npcs is their name and profession. I'm leaving it up to Gabe to decide what this person means to his character. He could be a distant relative, lover, co-worker, etc.
Who you pass by on the street or what kind of homeless people or street performers you see can influence your perspective of a place and I think the same is true for adventurers.
I think I'll start small and go from there. I'll keep the combat encounters low because I don't want pcs to feel like they are in constant danger above ground.
Wundergauss isn't an ancient or mysterious city but it is sprawling with numerous factions playing The Game. However the land beneath it is as ancient as time itself and plays host to an assortment of underworlds. So I want the encounter table to reflect that. Plenty of secret entrances to lost dungeons, hideaways were nobles get high and order hits, seedy dens for dregs, etc.
And of course I'll support these things with improvised lore and info as it comes up in play. I might do a short write up about notable houses, the current dynasty, and the local religion but other than that I really prefer winging the rest during gameplay.