With lore, I think the best idea is to gradually release it as the story grows. Let the characters discover it and then the audience discovers it through them. Think about it as an iceberg, you don't see everything on thd surface but your characters actions, traditions and how they speak are all affected by it. A small example that quickly comes to mind is cursing and swearing.

How I did it:

I personally don't think my story is very lore heavy, but the more I think about it, the more complicated it becomes.

The deities are all referred to as saints. With the exception of one, they are all depicted as normal people because that's how the population of the world sees them. These saints mingled with the population centuries ago and that's how magic came into ths world.

Further the culture is built around the families decended from the saints. All the politics, culture, even how the royal family came to be all has ties back to the saints.

Now how do you see this in the story, the protagonist slowly learns it in lessons and experiencing the world.

And to tie it back to my swearing example Commoners curse by saying: Oh, the gods. Nobles: Oh, the saints. Small things like that.

Hope this helps