Welcome to the World of Greyhawk and we, I think most over here will agree, hope you'll come to love the setting as much as we do.
P.S. don't click on the URL but copy/paste to you web browser.
If you did, spread that sucker out and and let your eyes roam over it. As things catch your eye, look them up in the book. Don't try to read the book cover to cover. Just explore what interests you and soon ideas will spark in your mind, adventures to have and characters to meet.
That's what a great setting does. It provides a fertile ground for your imagination.
1) Get the massive, four-part map of the World of Greyhawk from Paizo.com.
http://paizo.com/dungeon/products/issues/greyhawkmap
2) Get a copy of of Dragon #296, which has a Living Greyhawk Journal article containing a full index for the Living Greyhawk Gazetteer.
http://paizo.com/dragon/products/issues/2002/296
So i just bought that, what can i expect out of this campaign setting? I really am looking forward to it!
1) Its "prehistory". Not just history in-game - I refer to the massive amount of work that has been done by large numbers of imaginative thinkers in regard to every aspect of the campaign world. I can reference, in a moment, what kind of trees grow in the Sablewood, or the proportion of racial types and subtypes in the Sultanate of Zeif, or the geographical location of the Ghost Tower of Inverness as well as an idea of the monsters that may be found wandering in the Abbor-Alz. Its history is, if anything, its vaguest spot (which is great, makes it feel very medieval) - you'll hear varying accounts of who Kelanon was, or what the dilly is with Robilar freeing Iuz, depending on where you turn.
Faerun, Oerth's younger cousin, has had almost as much of this valuable background work done on it, so it's not a bad option either: but I know which of the two I prefer.
2) Greyhawk (for the most part) adheres to our cultural concepts of "fantasy". Most other settings are 'exotic' - they seek to broaden fantasy, or mix it with other genres, or kick it up a notch (all worthy goals which I am not demeaning.) Greyhawk's lack of "strangeness" is a very, very useful feature. You can skip straight to the adventure without stopping to explain anything, because almost anybody who's interested in D&D already has mental pictures of "elf," "magic sword," "thieves' guild" and so forth.
(I've played in some settings, both home-brewed and 'official', where the DM has to stop every 3 minutes to explain how, in HIS campaign, leprechauns (or dragons, or whatever) are all cyborgs... or cannibals... or albino... or whatever. Sometimes it adds to the ambience, but there's a certain saturation point.)
3) Greyhawk doesn't lack for unique or unusual features (although some of its features, such as drow, have gone on to become much less unique as they migrated into other settings), but the setting as a whole can adapt to almost any playing style.
The setting has a lot of "flex" to allow almost any adventure (broad comedy, stark horror, urban noir, righteous quest) and almost any character (werebear barbarian, urbane sociopath, ascetic priest). It works well with 1. and 2.: nine times out of ten, no matter how unusual the player's new character concept is, you'll find a way to hook it up to Greyhawk.
Its history is, if anything, its vaguest spot (which is great, makes it feel very medieval) - you'll hear varying accounts of who Kelanon was, or what the dilly is with Robilar freeing Iuz, depending on where you turn.
That's one of the things I love about it: you have some idea of what happened during whatever historical event, and you can fill in the details as they suit your campaign.