Whether writing a fictional story or a nonfictional writing dealing with history or biography, world building is a necessary part of the work. It is not enough to create or present compelling characters. To know them, and to know why they act (or acted) as they do (did), one must understand the context in which they exist(ed)---a context that includes, but is not limited to, the geography, biota, and climate of the setting; culture; social structures; and prevailing philosophies and intellectual trends. These background factors define the probable limitations of a character's worldview, the questions that character may seek to ask or answer, and the range of experiences that the character may have had.
From an author's point of view, constraints on world building exist on a continuum. When writing fantasy, for example, the author has a great deal more creative work to do but also has much more freedom to put together a world according to his or her vision, so long as it is internally self-consistent. The more you slide over toward historical fiction and history, the more you are constrained by what has actually been, and world building for your narrative is more a matter of research and emphasis than of creation.
Some will doubtless disagree with me, but my opinion is that, if you want to write "history as it should have been," you should confine yourself to fiction. This is for two reasons. First, some otherwise fine writing has been utterly spoiled by 20th- or 21st-century Western attitudes, thinking patterns, and cultural elements being inserted into a historical context in which these elements did not exist or at most existed only in embryonic form. (It is true that some historical personages have made some remarkable leaps ahead of their times, some of which anticipated modern conditions, but these leaps did not occur out of vacuums; part of the work of the serious historian is to show from the available evidence how a person's background, experiences, and previous ideas made it possible for that person to make the jump from the prevailing paradigms of his or her time to a new one.) The second reason is that fiction often allows a much freer exploration of ideas in a form that is not so easily forgotten or dismissed.
Assuming you are writing nonfiction, spending research time on the many elements constituting the background in which your narrative will be set may not seem like much fun, and it certainly adds considerably to the hours you'll spend perusing archives, reference works, and websites. (Writing fiction will not get you out of this entirely, by the way; many top writers of fantasy and science fiction spend a great deal of time researching real-life information that will help them construct believable fictional worlds and cultures.) Nonetheless, there is no subject for doing your homework if you want to capture the flavor of the world in which your subjects were immersed.
From an author's point of view, constraints on world building exist on a continuum. When writing fantasy, for example, the author has a great deal more creative work to do but also has much more freedom to put together a world according to his or her vision, so long as it is internally self-consistent. The more you slide over toward historical fiction and history, the more you are constrained by what has actually been, and world building for your narrative is more a matter of research and emphasis than of creation.
Some will doubtless disagree with me, but my opinion is that, if you want to write "history as it should have been," you should confine yourself to fiction. This is for two reasons. First, some otherwise fine writing has been utterly spoiled by 20th- or 21st-century Western attitudes, thinking patterns, and cultural elements being inserted into a historical context in which these elements did not exist or at most existed only in embryonic form. (It is true that some historical personages have made some remarkable leaps ahead of their times, some of which anticipated modern conditions, but these leaps did not occur out of vacuums; part of the work of the serious historian is to show from the available evidence how a person's background, experiences, and previous ideas made it possible for that person to make the jump from the prevailing paradigms of his or her time to a new one.) The second reason is that fiction often allows a much freer exploration of ideas in a form that is not so easily forgotten or dismissed.
Assuming you are writing nonfiction, spending research time on the many elements constituting the background in which your narrative will be set may not seem like much fun, and it certainly adds considerably to the hours you'll spend perusing archives, reference works, and websites. (Writing fiction will not get you out of this entirely, by the way; many top writers of fantasy and science fiction spend a great deal of time researching real-life information that will help them construct believable fictional worlds and cultures.) Nonetheless, there is no subject for doing your homework if you want to capture the flavor of the world in which your subjects were immersed.