Hm. Time to expand. :3

Well the king's letter example is what the literary world calls a hook. The movie industry calls it a trailer. Video games call it a teaser or demo reel. It's the very first thing people get to see about the universe.

The best way to show your players your world is, well, showing them, not telling them. Saying "my world is a fantasy RP involving the kingdom of Tyr" is information. It's telling the person what it is. Showing an excerpt of how the characters behave, followed up with the OOC explaining what they just witnessed and explaining what they'll do, is showing them the world [i]and then using information to explain it[/i]. It yanks at someone and says "HEY! LOOK AT ME! I AM IMMERSIVE! MY WORLD IS ALIVE AND ASKING FOR [i]YOUR[/i] HELP!" Instead of, say... "The world of Tyr is in danger by the evil monster."

Using that method I've never had an interest check fail. LoR 2's interest check was apparently so wildly successful it blew away all expectations and garnered over 30 players into my OOC initially. Take that for what you will. :hehe

EDIT

tl;dr: Marketing tactics 101. People prefer to feel involved directly, as though witnessing something or being spoken towards, instead of being informed in a wiki-like fashion. Why? I have no idea. Go ask a psychologist.