Greyhawk is set on the planet Oerth, on the continent of Oerik (the largest continent on the planet) in it's northeastern region.
East of the Barrier Peaks/Crystalmists/Hellfurnaces, Amedio coast, the land is actually peninsular shaped, compared to the rest of the continent.
Due to the effects of magic, what would have been the normal climate of this region, known as the Flanaess, has been suspended and artificial climates imposed.
The southern half of the continent is warm temperate to subtropical, becoming tropical off the south coast.
The northern half of the continent is subarctic or arctic, and the ocean off the north coast is choked with ice the year around.
The western lands (Zeif, Ekbir, Tusmit) are kept temperate by a strong warm current in the ocean north of them, and this climate turns to subtropical steppe further south, then to the inferno region known as the Sea of Dust. Thus, it is even warmer west of the Yatil/Barrier Peak/Crystalmist/Hellfurnaces north-south divide than it is east of there.
Once upon a time, the Flannaess was dominated by a native group of people known as the Flan. Today, this human people controls only Perrenland, but back then they contested with elves, dwarves, and others for control of the region.
West of the divide were two Arcane Age empires: the Suloise Imperium (where the Sea of Dust is) and the Baklunish Empire (where the Dry Steppes are.) The Suloise Imperium was a tropical or subtropical green land at the time (or whatever climate the wizards wanted), was dominated by the Suel humans, and was Menibonean in nature (it was decadent far beyond anything Ancient Rome had to offer.) The Baklunish Empire was temperate forest held by the Baklunish people, and although sedate and aged was a more friendly place.
A large group of barbarian peoples, known as the Oeridians, existed in misery in both places, and those that could had fled for safer pastures for thousands of years. Many passed eastward into the Flanaess, warred with the Flan and everyone else, and started creating their own nations.
Then the Suloise and Baklunish annihilated each other in the Twin Cataclysms, and those nations were no more. The modern geography and climate of those regions were established.
Oeridians who had survived fled east to supplement their kindred east of the divide.
Remnants of the Suel people fled east, but stayed south in the tropical places south of the main Flanaess. A notable exception was one group that ended up in the northeasternmost part of the Flanaess, the chilly Thillronian Peninsula.
The remnants of the Baklunish people went north and established a series of small nations along the north coast, west of the Divide. They later expanded eastward along the coast, and inland to the Divide.
The Oeridians became dominant in the Flanaess, and have been dominant since. They established such places as Keoland, Furyondy, Nyrond, and the Great Empire of Aerdi.
The Oeridians are known for their energy, their perseverence, their ingenuity, and their ruthlessness. Although they never achieved the magical might of the Suel, they made up for it with leadership, tactics, discovered artifacts and relics, and standing together against all comers.
If you look at the history of the House of Naelax and it's Great Kingdom of Aerdi, you'll see just what sort of stuff Oeridians are made out of, and how they carry on in peace and in war.
It would be well to do so. For Oeridians dominate most of the Flanaess still, and if you visit Greyhawk you're going to have to deal with them. And that's right: they don't like you. They don't like anyone, really, since everyone is out to get them (see The Greyhawk Wars.) Why should they like you ... unless you're coming with gold to appease them?
Fortunately for you, they like each other even less. So they just might let you live, if they see some use in you towards furthering their warring on their own kind, or profitting more from said warring.