What you need to realize, is that just like in writing, your campaign setting needs exposition (literary descriptive process) to your players. Your setting consists of different types of the wilderness on your world map, settlements of various sizes, dungeons (loose term denoting actual dungeons, potential adventure sites (bandit camps, temples, Wizards Towers), and man-made and natural terrain features - Rivers, Roads, Trails, etc. Scattered across your map are various NPC's, whom your players can encounter. NPC's can be friends or enemies, long term and short term, but they all have a story to tell about your world. Some are tales and confessions made to your players, even if at sword-point, but the NPC's themselves, what they do and what they say, how the look and act, tells as much about your world as your description of the place, which the players are exploring.
Note that any D&D adventure module starts at some safe place, where a role-playing encounter takes place with a friendly NPC, who will sink the adventure hook into the players. I see nothing wrong with the DM bringing the players up to speed on what's going on, but I prefer that most information be revealed to players through role playing encounters with NPC's. Role playing also includes social encounters, where the NPC's will swap stories with the players. Now, this is more than just rolling a random rumor and reading it to the players, you can tell all kinds of stories about your world to players via the NPC's. You can filter it by role playing through the NPC's level of knowledge and personality, but if you just built your own world from scratch, there is plenty you want to tell your players about your world, much more, than your players can absorb and retain.
So, you go into tavern and you meet an NPC. But what if the players are bushwhacking and there are no NPC's, or your players are knee deep in slaughtered NPC's? You can still tell your story through Encounters. One thing that I like about the Post Second Editions of D&D, is that they moved away from the Wandering Monster Table and replaced them with the Encounter Tables. A Wandering Monster Table is essentially a Combat Encounter Table, but there are many other types of encounters you can come up with. There are Skill Encounters, where you do skill checks, Exploration Encounters (like exploring a room in the dungeon, but a locale in the Wilderness), Adventure Encounters - encounters that have story hooks to draw the players into an adventure - anything from an NPC with a mission to the players, to murdered loved ones, slaughtered caravans, treasure maps, incidents out of the blue - mistaken identity or deliberate malice - any events to draw the players into an adventure. There are Role Playing and Social Encounters, and there are Encounters peculiar to wilderness exploration - Exploration Encounters, Monster/Animal (Combat Encounters (a Bear in the woods is a Combat Encounter, but whether or not it will lead to fighting remains to be seen), and also Expedition, Terrain and Weather Events. This is how the DM shows his world to the players during the wilderness adventure. Expedition events are sprained ankles, cabin fever and conflicts between the players and NPC's, small incidents of discovery and revelation between the players and NPC's, running out of food, gear breaking, etc. Terrain events - the sights and obstacles of your world. Within the bigger forests, there are bogs, thickets, Oak Groves and Pine forests, stands of trees. In the real world, these might shelter beaver dams, deer and wolf dens, old human camp sites, ruined buildings. In Your World, these too have significance - whether Druid Groves, Elven hideouts, Giant Spider lairs and old villages wiped out by the Undead - these all are really Adventure/Combat encounters, but what the Terrain Events do, are offer a descriptive variety and Exploration Encounters, which MAY lead to Adventure Encounters, but what they really do, is that they offer you a chance to describe your world, and provide you a useful narrative randomizer, that will prevent you from running out of ideas, describing the 100 hexes on your map classified as "Forest". In addition, Terrain Events provide Obstacles for the players to overcome - Deadly Crevasses and Rivers that need to be crossed, impenetrable brush and thickets, where players can be lost, iced over rock fields, where players can slip and fall and break legs, swamps, tall grass hiding svakes and other hazards, forest fires after lightning. Weather Events test players survival skills, slow them down, and drain their resources. Weather adds description to your world - Mostly sunny days, windy days, hot and cold days, rainy days, which will require players to obtain comfortable and weather appropriate clothing, of course, there will also be extreme Weather Events - blizzards, lightning storms, heat waves, extreme wind, unique events of your choosing creating special hazards. Lightining can set off forest fires, blizzards can frost-bite and kill unprepared characters, in my world I have special events, which will animate any unburied corpses in the area, and will wreck the flying ships with monsters peculiar to Midlands. And what is in your world?
100 EVENTS: When my players do wilderness travel, I come up with 100 various events, some only happening if the players are in the right location,a nd if the special conditions occur. All different events and encounters are mixed together, and I use the Gygax table for the Wilderness encounters. If the random event misses the players, then nothing happens.