This rant is similar to others I’ve done—particularly in that it’s a means of getting around long infodumps—but I hope it’ll help to contribute to a sense of a detailed, living world and culture (or cultures!) on a level other than philosophy and metaphysics. After all, not all your characters will be given to those kinds of abstractions, and others will have no opportunity to come into contact with them, and your world might lack the printing press, academies of philosophy, and other easy ways to transfer them. Yet those characters are still part of the story and in contact with your created culture and world, and ideas can exist outside theories.

1) Remember lies and mistakes and stereotypes.

If one underpinning of your created world—such as a point of history, the truth of which your protagonist will discover—will turn out to be important to your story, of course you should know what it is. But your characters don’t have to be right about it.
Perhaps your story centers on a village in a deep forest, so thick that journeys to another village take a monstrous effort, and people who venture into the forest often vanish. Why wouldn’t wrong, and varying, stories spring up to explain the disappearances? Only one of them might be right, or none. The right story doesn’t have to be the only one that exists. Show people believing different things, and there’s a brand new sheen of verisimilitude added to your writing.
Or what about lies? Not necessarily malicious ones, either. A “well-traveled” sailor who, in fact, has only been to an island a few miles off the coast might still brag about the unusual creatures he saw there to impress his audience of younger siblings who have never been off-shore. And maybe those unusual creatures do exist; they’re just not quite as strange as he describes them. But, hey, it helps make him more interesting, and who’s going to be hurt by them?
Stereotypes are another good one. A troll comes to a town, and puzzles everyone by being clean and polite, while the stereotypes say that his kind are always dirty and rude and deceitful. But then someone else remembers another story that trolls are capable of appearing polite and clean when they want to, and doesn’t that only prove that trolls are doubly deceitful? Oftentimes, people will go through quite a lot of contradictory experiences and evidence manipulation before they give up their prejudices.
And none of these lies or mistakes or stereotypes has to be the centerpoint of a novel (though they could work as the centerpoints of short stories). They can easily polish the facet of a small conversation, or make a small setting more real.

2) Remember that people play.

I’ve read some critiques of fantasy stating that relatively few fantasies have games or sports in them, though they’ve obviously been important to human societies throughout history. Including a game or sport could vary your setting—in more than one way, since having characters meet each other at, say, a gladiatorial contest could work better than having them run into each other randomly on a side street. And adding more than one (as you’ll see, I think variety is a great antidote to the “one culture” syndrome of some worlds) can give you characters with opposing obsessions, ambitions, factions, and hobbies.
No, the game doesn’t have to turn out to be a history of your world in miniature. No, the sport doesn’t have to be a blood-sport. It really can be fun, part of the worldbuilding without insisting that the characters Take Everything Deadly Seriously At All Times. If few fantasy protagonists have a healthy sense of humor, even fewer of them have a healthy sense of play.

3) Casual references.

Just as not every sport mentioned has to be the center of the story, not every reference has to be explained. Yes, you do want a balance here, because if you explain absolutely nothing about the world, your readers will be lost—just as if you explain too much, they’ll be bored. (There are sacrifices to be made everywhere, though I prefer thinking of them as choices). Also, as a good rule of thumb, if a piece of history, a legend, a myth, a story, a riddle, or an event in the life of your character will be crucial to the plot, I think it should be explained in detail before the point at which you need it to spring out and save the day. Declaring that your hero knows how to joust beautifully just before he wins the joust the story hangs on, when he’s never before shown or mentioned any talent, is bollocks.
But there are the many small references that swim through people’s minds every day which their lives and their livelihoods don’t depend on. Those are the references I’m basing this point on.
Why can’t a villager think, on first seeing the heavily armed strangers ride into his village, “They had expressions on their face that would have curdled Mrs. Flint’s milk”? The reference itself hints at what it means, and marks out a character called Mrs. Flint as existing without having to make her vital to the action or devote sixteen paragraphs to explaining who she is. Likewise, a character can think of a parable in his religion, or a song her nurse used to sing, or a point of history that her tutor tried to drum into her head, without making them into secrets of the universe. They’re simply oral culture, things repeated so often that they’ve become lodged in the character’s consciousness.
The trick, of course, is to use a great many of these. If only a few appear, and 90% of them are vital to the story’s plot, your audience is justified in treating the ones that don’t get explained as red herrings or dropped plot threads. To mark out your casual references—your pop culture, if you will—as there to be neat, you need to scatter it all over the place.

4) Metaphors they live by.

These might well be the supreme example of small points in the story that repay a deeper search, but don’t make the whole fantasy world so dependent on them that anyone who doesn’t concentrate on them has a poor experience. (I am a firm believer in the idea that a story cannot be good solely because of its in-jokes and things swimming under the surface and obscure allusions. It has to be a good story on more than one level. If someone reads it through breezily and quickly and without a disposition to search the depths, or, for that matter, from a mental context so different that he or she doesn’t share the author’s preoccupations, it should still repay the reading, if only as light entertainment. If the other level shows up, that can deepen and enrich the story, but it is not utterly necessary. Authors who write only for people exactly like themselves limit their own scope).
And now that I’ve finished the parenthetical aside that was longer than the actual main sentence of that paragraph, I can return to my subject. What metaphors do your invented cultures use to talk about things like disease, relations between the sexes, international politics, natural objects such as the sun and the moon, the creation of the world, the height of praise? Such metaphors, if worked out coherently enough, have all sorts of deep and resonant implications for a fantasy world. But, once again, you needn’t write a scholarly lecture about what they mean. Your readers who are interested in delving into them and reading for more than the surface of the story are probably also interested in figuring out the significance for themselves, not being led by the hand.
To take an example from twentieth- and twenty-first-century American culture, we tend to talk about disease as war. The immune system attacks the invading viruses. We take medicines to kill or subdue the sickness we have. T cells destroy the cells of tumors. Disease is the enemy to be eliminated. And so on. Most of the time, this military language isn’t employed because people think war is the only possible way to talk about disease; it’s just the prevalent metaphor. And yes, that does have implications for the way we tend to think about disease, treat disease, and regard people who are sick. Think of the differences that might result if you had an imagined culture that thought of disease in terms of demon possession, or in terms of an ecosystem.
Metaphors can easily structure even the lives of people who decide they “know better.” One example is Wicca; for a time, most magical systems were based on a balance of male and female energies, since, after all, a God and a Goddess created nature. Some Wicca practitioners were startled or shocked when women-only covens formed, or when gay, lesbian, and bisexual worshippers started altering the “polarity” in circles. Many of the systems have adapted now, but it wasn’t an obstacle they foresaw when first working with their prevailing mythology. If one fantasy culture has a religious tradition based on sexual creation of the universe, its religious rituals and symbolic gestures may be very different from the culture next door that believes the universe hatched asexually out of an egg, or the one on the other side that thinks two goddesses created everything together, by shaping it with their hands.
Once again, no need to bring these to the fore and have every character thinking about them—the conflict of your story might concentrate on something else entirely. But having them hanging around in the background can point the way to a whole different way of reading the action.

5) Objects have implications, too.

Quick. Your protagonist walks into the home of a typical magician in your fantasy world. What does he see on the walls?
In stories where the author has thought about this, the objects he sees could very well be utterly strange to him and never explained, but they won’t be the same stereotypical clutter that is usually picked up and dumped into stories where the author has not bothered to think about this: for example, crystal balls, tea leaves, and wands. For one thing, crystal balls and tea leaves tend to be strongly associated with divination. But what if magicians in your world don’t practice divination? What if they don’t use wands? Why shouldn’t you have them use blue feathers and red ochre instead?
Or perhaps magicians aren’t free to leave the tools of their trade lying around in your fantasy world, so the objects look utterly innocuous, or the dangerous ones are hidden away. If your protagonist is a stranger, maybe he has no notion that he’s visiting a magician at all, and won’t until this person learns to trust him.
Objects in homes are also a great way of quietly mentioning the technology level of your world, something many readers will want to know. If every home, even a poor one in a shabby street, has electricity, it will be a far different world from one where electricity is confined to the homes of the rich alone. You can also use this to talk about what’s important to your culture. If several homes in succession have huge kitchens, the reader can assume that the typical family spends a lot of time there. If the typical accoutrement of an elder daughter is a bunch of keys, the reader can assume she’s trusted with a set of responsibilities that may include safeguarding the family’s valuables—or perhaps keys and elder daughters are important in a social or religious way. If the people here don’t shake hands until after they’ve shared water with a stranger, this can show the importance of water and a connection between it and hospitality. (Yes, even in a culture that’s not in a desert. After all, these people may have migrated to their present home from a desert several generations ago, and the custom could have survived because there was no particular reason to change it. Don’t assume that every single gesture and ritual must have been of recent adoption and the product of conscious thinking; many casual ones tend to be the other way around).
Objects talk, if you ask them questions.
Maybe the next rant can be on the history of cultures. If so, it is entirely the fault of that last point.