"Those who enjoy the book as a 'heroic romance' only, and find 'unexplained vistas' part of the literary effect, will neglect the Appendices, very properly."
Example from above: I might need to do some research on what ecological effects a giant shallow body of water might have on a world. The nature and extent of my research will depend very much, however, on whether Kimmie has arrived in this new world to find the love of her life or to help save the place from environmental collapse.
How do we incorporate this into a story so that it appears that there is much more depth than what appears in print?
First, I believe strongly in the power of suggestion, of trusting the reader's ability to make associations. If you've read the sample paragraph, I shouldn't have to tell you that Kimmie is dressed like a casual American girl--the word "jeans" gave you enough. Hopefully you also have a beginning feel for Kimmie's personality. As for the world, you should have an image in your head--and whether or not Kimmie can see dry land from her position doesn't matter just yet.
Second, we work within a narrative voice. Kimmie will learn this new world one experience at a time; she'll have a very different perspective from Marius, who comes poling along on his wiggawood raft looking for flapjack fish. Kimmie's sense of wonder could be useful to me; Marius' lifelong knowledge--which of course he takes for granted--is a different resource. Neither of them will give out all there is to know about the world; Kimmie because she doesn't know it, Marius because he never thinks about it.
The plot will have to bring the necessary details to the characters' attention. If a piece of information isn't relative to plot or character development, I'll make a judgment call over whether it's really necessary for setting, with a preference for leaving it out.
How are you going about that?
For my current novel (which is not about Kimmie), I wrote the rough draft in a month from a very bare outline and sketchy world-building notes. The result was awfully slapped-together. I had to go through my scenes, figure out what needed killing and what I should keep, and rebuild the story around the remains.
To that purpose, I've created several things that won't appear in the manuscript: a timeline complete with original dating system, maps, and notes from the perspectives of characters around the protagonist.
I've also researched things like tiki torches, blanket-roll-making, self-defense with a baton, and poloidal fields on the moon. It's been fun.
Sticking to my third person limited-omniscient point of view forces me into constant consideration of detail. If my protagonist is unconscious, so are we; if she's facing the wrong direction, we miss the action. The challenges of writing in this voice fascinate me--I've got to know what she does and does not know, then move her so she sees enough to notice and learn. With her personality, this is not easy, but I never get bored.
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David, I loved these questions and might have had a little too much fun answering! I hope this is helpful to you and anyone else who reads it.