Entire books deal with writing historical fiction, but I’ll try to be brief here. If you choose to set your story in the past, you will have to research not only your setting but a completely different culture. You can’t have someone saying, “I feel ya, bro,” or wearing a backward baseball cap in Elizabethan England.
The culture and background of your main character will dictate what sort of dwelling he lives in, what implements or tools he uses daily (anything more complex than a snuff box), and where/how he goes anywhere.
I’d go a bit more in depth than just watching films or reading Wikipedia. Travel guides, blogs, and books can help. Look in the children’s or young adult sections of the library for non-fiction books on your chosen country or time period. There are lots of books about life in ancient Egypt or medieval Europe, and you might even find something unusual. Google the crap out of it.
If your protagonist is a woman, she will have limits placed on her activity in certain places and times. Women in the United States did not win the vote until 1920. She couldn’t whip out a credit card until 1974, because no bank would issue it to her without a husband’s okay. Before the early 1970s, women could not wear trousers in the workplace (I can remember this fight). If she is a woman of color, these restrictions may be even more draconian. Despite this protectionism and sexism, women accomplished many things.
Pretend you’re going on a trip back in time (essentially, you are!) and gather as much information as you can. Ask yourself questions like these:
- What did people wear?
- What did they eat?
- How would I have to behave to pass as one of them?
- What buildings or structures existed then?
- How about infrastructure?
- Was the weather different? (it probably was)
- What objects would my character own?
You might even want to imagine a past event as though it had turned out differently (alternate history). Example: It Happened Here, a British independent film made in 1964 that imagines post-WWII Britain under Nazi occupation. You might find it on YouTube (hurry, before they pull it). As you will see in the film, post-WWII Britain is very different in this scenario. Alternate events will absolutely change your setting.
It’s unnecessary to use all your information—remember, you don’t need to include huge amounts of exposition—but carefully chosen details will bring the historical setting to life. To keep that to a minimum, use things you know your audience will recognize, along with interesting obscure details.
But Elizabeth, you ask, how will I know which details to include? Easy. Your setting is a character, right? So think about the same attributes and characteristics you would for the people in your story who live in that time period. And have fun with it! When else are you going to get a chance to time travel?