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Historical Gaming
Games set in a real period of history are one way of getting a lot of background. The advantage of this is of course the huge wealth of background material available. I can also see three disadvantages: (1) even if you know a lot about a certain region in a certain period, you can still be ignorant of a lot of important facts; (2) different players and the GM can subscribe to different interpretations of history, so they end up arguing about what it was really like back then; (3) if some of the players can't be bothered with knowing the history and remain ignorant, they can reduce a sensitive GM to tears with their crass lack of understanding of the period.

I have to say that bad historical games are really bad. Ignorant players are bad; ignorant GMs are worse. My hair stands up to think of some of the travesties of history that I've come across in my time. My advice is this: pick your players with care. Get a group of people who are interested in history, and before play make sure that their understanding of the period is at least roughly similar to yours.

Most of all I find running historical games daunting, because I'm always aware of how much I don't know about the period. For instance, I've read quite a lot about religion in the Roman Empire of the early centuries AD, and I wouldn't want to attempt to run a game in that period: there is so much about Roman religion that I'm aware of not knowing, and I would know that most of what I said would be fairly inaccurate.