That depends on what kind of character you want to roleplay, really. Just take it in stride, read the quest dialogue if you find something interesting, and check around these forums for information on cultures and cities. There's also the wiki tab which has information about not only player characters, but non-player characters, cities, cultures, story events, etc.
It's a bit overwhelming to look it all up at once, so I'd just find an area (Limsa, Ul'dah, Gridania, Ishgard, etc.) you think looks like something you're into and spread out slowly from there.
If you have any direct questions ("What kind of people live in Ul'dah" for instance) don't be shy about making a thread on these forums to get quick answers from multiple sources. The RPC has a wealth of information on all things FFXIV.
It's a bit overwhelming to look it all up at once, so I'd just find an area (Limsa, Ul'dah, Gridania, Ishgard, etc.) you think looks like something you're into and spread out slowly from there.
If you have any direct questions ("What kind of people live in Ul'dah" for instance) don't be shy about making a thread on these forums to get quick answers from multiple sources. The RPC has a wealth of information on all things FFXIV.