I can't remember where I read it, but someone said that writers should research the heck out of a subject if they need to - but that like a petticoat under a skirt, it shouldn't show too dramatically beneath the story they eventually write.
I've been reading more historical fiction than usual recently, from Judy Blundell's Strings Attached (1950 New York) to Kathleen Kent's The Heretic's Daughter (late 17th century New England) to Franklin's Murderous Procession (12th century Europe), and now I'm on Moran's Bloodline Rising (7th century Constantinople and England).
What these books have in common is a focus on character and plot. The reader gets a vivid sense of the time and place, but we aren't bludgeoned over the head with all the ways in which these are different from our own. Rather, the characters lead their lives, and it's people they meet, the situations they find themselves in, and key details large and (more often) small that give us insight into their time and place. One sentence in Murderous Procession, a throw-away line about a man's unusual and somewhat uncomfortable shoes with soft leather uppers stitched onto hard leather soles, made me realize that all the other characters were wearing very different footwear than I had imagined, and I was so curious as to what 12th century English shoes might be like that I looked it up. Good historical fiction gives readers a thirst to learn more about the era.
Language is important in creating the feeling of a time and place. Strings Attached walks a fine line by using Raymond Chandler-like language that could sound forced or farcical if done incorrectly (something out of Prairie Home Companion's Guy Noir, Private Eye episodes, perhaps). Luckily, it isn't overdone, but rather is sprinkled throughout the story to add just enough tough-gal flavor. The Heretic's Daughter, told in the first person from the point of view of a grandmother telling of her childhood when the whole region was swept up in witch-hunting hysteria, uses old-fashioned, formal sentence structure to give the reader a sense of New England's puritan roots.
The sidewalks in my neighborhood are all stamped with the date 1939, a year in which the City of Los Angeles got very busy with municipal projects in Venice. Sometimes as I walk along, I try to imagine what the streets looked like during WWII, or in 1956, or 1968 (the 70s are easy - I scampered along those streets as a scab-kneed kid). Ordinary folks walking along the same sidewalks. The cars and footwear and hairstyles were different, but the thoughts, worries, and joys were the same.
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