Two games I’ve GMed recently come to mind. In both Blades in the Dark and Spire the player characters play inhabitants of the city in which the game takes place. Neither is the “stranger in a strange land” trope that’s common to many RPGs.
So the way to handle this as the GM is to provide them with plenty of information. They live in the city, they should know things. They have connections, they’ve been places, they know who’s doing what in different parts of the city. The more you give this info freely, the more comfortable the players become with it, and they start suggesting ideas themselves, which is great.
Give them an abundance of information and resources to bring to bear. Friends and allies, people who can be bribed or leveraged.