Many authors use an ignorant protaganist to help introduce the reader to the world. This is a character usually of simple birth or appears to be of simple birth, who doesn't know much about the world, and has to explore it and learn about it as you do.
Some advantages
Makes it easy to introduce readers to the world.
Easier to write.
Transforms the story into more of an adventure. (you are visiting new lands and experiencing new feelings. Much like in the Lord of the Rings when Frodo, Sam, Marry and Pippin need to explore the world.)
Makes the story more about the world.
Disadvantages:
Humbles your protaganist
Makes your plot somewhat cliche' (fantasy readers these days are angered by repetitive plots involving fantasy cliche's)
Limits you on the character of the protaganist.
Makes the begining of the plot begin in a simple spot (like a town, village, or other world.)
Some good examples are:
Magician by Raymound E. Feist
The Belgariad by David Eddings (I personally don't care for his work)
The Wheel of Time by Robert Jordan (if you are interested in master world building, this series is a must read, starting with The Eye of the World (sold in mass production paperback as From the Two Rivers and Into the Blight))
The Sword of Shannara by Terry Brooks (I personally don't care for this author either)
The Fionavar Tapestry by Guy Gavriel Kay (Amazing author, highly recomend his work. This is an example of a person coming from an alternate world to the world.)
The Lord of the Rings by J.R.R. Tolkien (if you havn't read this than I really cannot see how you are writing fantasy. His books are a must read for any fantasy writer/fan)
The Chronicles of Amber by Roger Zelazny (Zelazny does a unique thing here by making the protaganist start the story having amnesia. Another fantasy icon. This is an excelent example of how an author can reveal setting, character, and magic to readers.)
The Chronicles of Narnia by C.S. Lewis (another Icon, starts with the Lion the Witch and the Wardrobe)
The Farseer Trilogy by Robin Hobb (I have only read the first one, Assassin's Apprentice. She has a large fan base and is a very popular author, although I found her work not bad, but nothing special.)
Examples of the other side
The Malazan Book of the Fallen by Steven Erikson (Starts with Gardens of the Moon. A large portion of readers give up on the first book since Erikson starts the books off with completly confusing readers. The book itself doesn't really make much sense until 300 pages in. I would say 1/3 people get fed up and begin to hate this book, and the rest read to the end and love it.)
Tigana by Guy Gavriel Kay (Amazing book, the protaganist is a well traveled musician, and knows much about the world. Kay reveals the whole world slowly, and manages to successfully pull it off.)
Book of the new Sun by Gene Wolfe (A bit confusing at the begining, but the author manages to straighten it out, and you can adapt to the world fairly quickly. First one is The Shadow of the Torturer.)
Hope this helps.
~JBI out.