I'm completely new to DnD and the Forgotten Realms setting. My idea for getting into DnD is to read through the player's handbook, then read something to get more acquainted with the lore. I'm looking for content that will deepen my immersion during campaigns.
If you're new to D&D and interested in its settings, then I suggest anything other than the Forgotten Realms, which is the worst campaign setting ever created for D&D/AD&D due to its being created as an intentionally bland, generic replacement for the Greyhawk campaign setting that was inextricably connected with Gary Gygax and therefore in disfavor after he lost control of TSR to Lorraine Williams.
Greyhawk was, of course, the first AD&D campaign setting, based on Gary Gygax's personal campaign that revolved around the Castle Greyhawk megadungeon. Although TSR didn't focus on campaign setting products until 1987, Greyhawk had a brief "folio" published for it in 1980 followed by a more detailed box set in 1983. After Gygax's ouster in October 1985, the Greyhawk product line was temporarily suspended, but it re-emerged in late-1988 with a hardcover and the renewal of adventure modules in this setting, as well as a City of Greyhawk box set in 1989. The setting received a bit of a shakeup with the Greyhawk Wars box set and From the Ashes box set before being discontinued in 1994.
The 1981 version of Dungeons & Dragons included a brief outline of the Grand Duchy of Karameikos in its Expert Rules, which were packaged together with adventure module X1 The Isle of Dread that had a similarly brief outline of the countries of the Known World, which then became the setting for various adventure modules in the B (Basic) and X (Expert) adventure modules, followed later by the CM (Companion) and M (Master) series. When TSR shifted its focus to campaign setting material in 1987, these received a series of 14 gazetteer modules detailing the various countries, plus a Dawn of the Emperors box set in 1989 describing the rival empires of Thyatis and Alphatia. The Known World is a pulp fantasy setting in the style of Robert E. Howard's Hyboria, where countries are based on real-life cultures and peoples, which provides a great deal of diversity and also makes it easy for the Dungeon Master and the players to fill in the blanks in the setting from their own knowledge, albeit not being particularly original. This setting also received a Hollow World box set expansion, with a few gazetteers and adventure modules of its own, and a Champions of Mystara box set that provided some detail for areas of Mystara outside the "Known World" proper. However, in 1994 TSR abruptly cancelled non-Advanced D&D, made a half-hearted attempt at shifting Mystara from D&D to AD&D, and then canned it entirely.
The Dragonlance setting originated in 1984 as an epic series of 12 connected adventure modules with a trilogy of novels attached, the latter proving popular beyond the dreams of anyone at TSR and ultimately launching hundreds of novels based on D&D/AD&D and its campaign settings. Dragonlance is set in the world of Krynn, an intentionally Tolkienesque setting, but always had difficulty as a campaign setting separating itself from the original adventures taking place during the "War of the Lance". A hardcover rulebook was released in 1987, and it eventually received a box set, a dozen adventure modules, and some other materials. However, these were always overshadowed by the prominence TSR assigned to its default Forgotten Realms, and Dragonlance was probably better known for the many novels associated with it.
In 1989, TSR turned to unconventional fantasy settings, starting with Spelljammer, which was basically AD&D
in Space!!! TSR released four box sets for it, as well as a few adventure modules and some other setting material, such as descriptions of the "crystal spheres" containing the Greyhawk, Forgotten Realms, and Dragonlance settings. However, it didn't sell well and was cancelled in 1994 at the same time as Greyhawk. Still, many players found the gonzo nature of the setting to be charming.
Ravenloft was the second unconventional setting, created in 1990 as an attempt to implement AD&D as gothic horror. Inspired by a classic adventure module of the same name, this setting is formed by the "Demiplane of Dread", which absorbs people and lands from many worlds, placing each separate domain under the rule of a Dark Lord with considerable powers. This setting proved quite successful and by the time TSR met its demise in 1997 had about 50 products published for it, including six box sets.
Dark Sun was the third unconventional setting, created in 1991 as a post-apocalyptic setting, except fantasy rather than SF. The world of Athas is a harsh and cruel place, where water and metals are scarce, slavery is commonplace, and most of the population resides in city-stated under the subjugation of powerful, seemingly-immortal sorcerer-kings. The inspiration for the cultures of the individual city-states is also different from the fantasy norm of pseudo-medieval Europe. Psionics was an integral part of the Dark Sun rules, there were other new classes such as templar or gladiator, clerics were based on the "four elements" rather than deities, and even the conventional fantasy races could be quite a bit different from the norm, as with nomadic elves and man-eating halflings.
Planescape was the fourth unconventional setting, created in 1994 but based upon the existing Outer Planes cosmology that had received some detail in the 1987 Manual of the Planes and that originated way back in the AD&D 1st edition rulebooks. Sigil, a vast ring city at the center of the central (True Neutral) plane, was created to serve as the typical home base for a campaign, while portals would allow easy (or not-so-easy) access to locations throughout the planes. Although Planescape launched only about two-and-half years before TSR entered a financial crisis, during that brief time it received about 30 products, including five box sets.
Birthright in 1995 was in a sense a return to conventional campaign settings, except that it attempted to make dominion rulership, normally a higher-level feature of D&D/AD&D, into a basis for play. Player-characters were intended to be rulers from the start of a campaign setting, and also to possess special bloodlines that granted them superpowers.
There were also two campaign settings for AD&D variants: The Kara-Tur box set in 1988 fleshed out details for the setting of the Oriental Adventures line that had originated with a hardcover rulebook in 1985 (Oriental referring mostly to Japan and somewhat to China), while the Al-Qadim Arabian Adventures line launched in 1992 with two box sets but was cancelled two years later.