History comes from the Greek word, ἱστορία (“historia”), meaning “inquiry.”
The best campaign settings, be it for roleplaying or wargaming, have a rich history, one that the Game Master has created specifically for his or her players.
Published campaign settings work, but often they are derivatives for real-world history, so why not go directly to the real-world sources? Published campaign settings also suffer from too-much history, or background that will never be relevant to the players.
If you’re a GM, you should start with a brief history of your setting. Never explain anything not directly related to the game.
What has happened before? What has happened since?
If you’re a player, who says the GM is fully responsible for creating the history of the setting?
Maybe your character has heard or knows a different history surrounding current events…