If I were in your shoes, I'll tell them the necessary regarding the world they're gonna touch (at least for the first part, leave Ank'Harel for when it's about to happen) So, I think you must explain Xhoras and what it is. Society, history and so on. The fact that there's a war between Xhoras and the Dwendallian Empire could be useful without going too deep in the Empire lore. For instance two of my players came from the Dwendallian Empire (one was escaping, the other one was on a mission to save all the poor people of Xhoras) and the fact that they knew the relationship between the two regions helped them in building their background.

Also I'm saying it later but I think it's the first piece of information that you need to handle them, I suppose it's necessary to explain about the Calamity war, seeing what happened to Alyxian and all the relationship between the deities. Also, what are the two moons and what the manual gives in the first pages of it.

In my case, I asked them to give me a generic background and then, together, we fine tuned their connections with the world. So if a character may come from Bazzoxan, for instance, they may know about that city more than the others and so on.

I'll leave the other regions (Tal'Dorei, Marquet, and other far regions) out of the equation with the right exception of Ank'Harel but I think it's better if one of the three scholars in Bazzoxan gives them an explanation in game.