Note: This post is assuming that you don't play a pre-published setting, or at least have made some major changes to it and therefore your players will need some level of information.
I think Gilladian's advice is spot-on, here.
It is easy to fall into the pit of storytelling while designing a campaign. You WANT to show them all the great things you thought of, even if it is mere hints - but the effect it has on your players could be exactly the opposite: complete confusion, because they either don't want that much information (in case they are the type of player) to start with or because they cannot differentiate what is of immediate importance to the campaign and what is just 'background fluff' meant to illustrate the world at a whole.
My advice would be twofold:
I.
Regarding "general" setting information, go for the bare bones. They don't need to know about every god that calls the campaign world home, only a handful that are actually worshipped in the region their characters hail from/will start out the campaign. They don't need to know about different countries' diplomatic relations, or about the world's creation myth, or how the nature of the Planes is in this particular campaign setting. You should, of course, think about this, in case it comes up at a later point, but there is no point in providing players with this information from the get-go.
Two notable exceptions from this rule:
1) You start play at high levels, in which case things like planar travel become an issue FAST. Since you said that you are only just starting out, I don't assume this is the case.
2) and the far more relevant case: You need to include information that the players will need to understand to *get* the setting. This might include:
-- "There are no gods" (so no-one rolls up a cleric and then feels left in the dark because he can't cast spells).
-- "The players are the only heroes left, the rest of the world is overrun with monsters/zombies/enemies".
-- "The world is on the brink of destruction, and you only have x months left to escape it".
-- "The world consists of floating islands, each of which is only a few miles across, and crossing is impossible except by way of Gnomish flying machines." (So the players know they are not infinitely mobile and will need to keep on the gnomes' good side, otherwise they are stuck on their small island.)
et cetera.
II.
Far more important are the characters' immediate surroundings. If they start out in a small village, provide them with a map (however crude) of the village and its environs. Make a list of major landmarks in the vicinity (Mount Doom, the Wooden Forest, Lake Deepwater, the Ruins of Crumbleton ... you get the idea). Draw up a list of (at least) major NPCs that live in the village, and write down a bit of background information or some characteristic sayings for them, in case the PCs have spent some time in that village. Provide information on the political landscape only if relevant (e.g., if they start in a village that is under attack from a neighbouring country or they start out in a city where the king has just died and several sons are vying for succession).
In short, give the players something concrete to hold on to, something they can relate to. Plan out your campaign, and drop some hints about locations they will later visit / people they will later interact with.
An (IMHO) excellent example of how to do this is Iron Sky's
Felskein Campaign (to be found in the Story Hour forum here at EnWorld). Just read the first few sessions, and you will see how to gradually drop hints and increase the scope of your campaign. This way, you can deal with new topics of interest as they arise.
(Of course, you should then be prepared with at least a few pieces of information if you start to drop names and the PCs then start asking around about said names and places
).
I hope your campaign is off to an exciting start. Good gaming to you!
