This is going to tie in with the "you don't have to tell me all your research" point to come, but I wanted to talk/rant about this first. 

When introducing an unfamiliar environment to the reader, pick the right details to show. 

For example, please don't tell me Paris is the capital of France or that is has a population of 2.244 million. Those are details, yes, but they aren't going to bring me to Paris. Tell me about the streets of Paris, what it looks like under the sun, what it smells and sounds like. 

Or in another example, don't tell me that a certain bar is a legal drinking place. I don't need to know that unless it's somehow connected to the story. And don't gloss over details like "but the smell of cigars made his head hurt". Instead of telling me the legal status of the bar, tell me what the cigars were like? Was it so smoky the characters couldn't breathe? Did they smoke cigars instead? Was someone blowing smoke at the newcomers? Do cigars smell different from cigarettes? That's going to help me visualise the place better than letting me know you can buy drinks here and not get into trouble with the law. 

In other words, but the type of details you include in your story are important. If it's sounds like it could be taken from Wikipedia, you probably don't need to add it in unless the story can't progress without it. Instead, give me the thinks that Wikipedia won't tell me - the accents of the people, the smell of the air, the colours of the building. That will be what pulls me into a story.