Nothing in particular but a map of Prague around 1890 would tell you most of everything you need to know to participate and  glance at the myths & legends (things like the golem of Prague) of the area might also prove interesting but ultimately neither would be necessary and while traditional myths and gothic horror stories may unfold it won't be in the traditional manner.  Knowledge of the history is not needed but an understanding of the attitudes of the times, towards science, and religon, and the paranormal, will be helpful.  In short a penny dreadful of the victorian era would probably be as useful as anything giving a feel for the times (and probably more entertaining too).    

Characters possess a genuine psychic Talent of some kind, my character for example has an innate knack for strategy, seeing patterns, and planning.  Another has the ability of Psychometry.  And the third active character has the ability of astral projection.   

Please don't hesitate to ask any other questions you may have.