Every game has details. Role playing games have details. It is easy to overwhelm players with information. Even people who have played the game for years do not necessarily have the patience to pour through the volumes of information on the Forgotten Realms. Even new settings, like Golarion, have several tomes that detail the economy of the author's fantasy world. It is all interesting, but it is a lot to ask of people in order to play a game.
A lot of game masters that run a game create a large portion of their world before it starts, and help their players into the world; they usually refer to their setting as being home-brewed. A home-brewed setting can make for a very rich game if the game master put a lot of thought into it and the players are interested and respectful of the game master's work. It could also become a time for the game master to give lectures on make believe anthropology and history, with players begrudgingly stacking dice between "epic" encounters.
When 4th Edition Dungeons and Dragons game came out, the Dungeon Master's Guide described a setting it called "Points of Light". This was a setting wherein the world was assumed to be a dangerous, unexplored vast wilderness, which was darkness, punctuated with small pockets of civilization, which were the points of light. Player's characters were the brave, desperate, and adventurous men and women who carried the torch into the night. This "Points of Light" setting was a description of some of the oldest Dungeons & Dragons game's settings.
This concept of a few disparate, disconnected pockets of safety in the vastness of ruins and dungeons creates a lot of opportunity for ad hoc session planning. Right now, in "When the Trees are Teeth", the player's characters are in the town of Drafton. I have town detailed, and the surrounding wilderness, and a large dungeon nearby to explore. I have my next handful of sessions planned, but I do not have any grand agenda as to where the party will end up.
I can make assumptions about the game's setting by drawing on archetypes in the fantasy genre. For example, I know there is a wizard's college somewhere, a thieves guild, a king, foppish nobles, a bard school, and dragons. When I am idle and bored, I may think about who the king is, and how he gets along with the bard's college, but it is not relevant to the game right now. In role playing games, a thing does not exist until that thing becomes relevant to the game.
More interesting about the ad hoc setting is that it provides freedom to give creative license to the players. If a player wants to suggest that he comes from a land similar to the mythic far east, then it fits! An ad hoc setting creates a rich world by player consensus.