It's all in the details.
If you understand anything about world building, try to maintain that.
But it's a balance as well. Like anything with writing. A balance between what the reader Needs to Know and what is going to bore them to tears. Or at least make them Skim...which is worse.
You have to distill down to the essence, and build from there, fill in the extra bits as you go.
I find the whole process fascinating and frustrating. I get overwhelmed with the amount of research that a alternative history story takes. I mean really, I want to Make Up my world! But if I get any of the real history wrong it's going to be Bad. Badbadbad. BAD! I love learning about the history once I get into it... and really enjoy writing the little details that no one notices but me.
Ultimately how deep you go into the culture, how full you build your world is up to you. I truly believe that if you get lost in your world, your reader will as well.
Lost in a good way.
Not lost in a padded room and throw the key away, way. That's not so good...though it probably would make for some good writing.