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I think the best solution is one where neither is necessary for the story to be understood, though it may be fun to add an appendix to provide curious readers with more information about the world. But if the reader has to read footnotes or an appendix to understand the story, then there is something wrong with the story-telling. I suppose a classic example is The Lord of the Rings, which has appendixes which most readers enjoyed, but which did not have to be read in order to enjoy and understand the story.

Rather than spending pages explaining the History of the Old Kings, a few mentions here and there about King So-and-So and how he united the nations centuries ago and had the Great Western Road built can be sufficient to give the reader a good enough understanding of his impact on the times being recounted in the story. The secret, of course, is to throw in just enough such references to impart just enough information without bogging things down. The real art is figuring out how much is "just enough" in each case. :)
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