I chuckle to myself when I hear someone say "write what you know." It's pretty standard writing advice in those classes you take in high school and college. The theory behind it is that writing what you know will create the most authentic, fully realized experience for the reader. It's a wonderful theory. Many writers follow it. I do as much as I can, but it's impossible to stick to. Settings are easy for anyone, especially in nature. Anyone can travel. Cultures are far more difficult, require far more research and attention or, if you're writing fantasy, setup and background. Time period authenticity is very tough.
I try to create a believable world that the readers can relate to. Most fantasy is set in a medieval world, a time period both recognizable and distant, something murky enough to let the imagination run free. I'm writing a fantasy set in a fictional 1800's-Europe-type world filled with muskets and sorcerers and kings and revolutionaries. I don't know that. I'd be kidding myself if I thought I did. Set aside the sorcerers. I have done a lot of research on the time period. When I'm working I have a number of articles tabbed in Firefox from wikipedia or other sites that will give me relevant information. I have stacks of books about the life during those times, about the weapon developments and the politics and the clothes and the monetary systems.
But I really don't know it. I've read Les Mes a dozen times, but I still don't actually know what it's like to have musketballs thump into the bed I'm using as a barricade, or carry a wounded man through the sewers under Paris. No one does. At least no one living, that is.
In fantasy or science fiction you're writing things that were never real in the first place. Revolutionary Paris was real. I can read first-hand accounts, put myself into the place of those people and try to create an authentic air. When a sorcerer puts on his gloves, warded to keep the Else from burning his hands, and plucks at the fibers of reality to destroy a city then, um, I'm all on my own.
This is a blessing and a bane. The blessing is that I won't have a snobby historian telling me that I'm using the wrong kind of sorcerer for the time period I'm portraying. The bane is I have nothing to start with--no historical basis or first-hand accounts. All I have is the depths of my imagination.
So I make it up.