Have much more written than you initially tell the players. Not because you’re trying to keep a lot of it secret, but because as you said you don’t want to loredump. That said, if players start poking around with reasonable questions, you should have some answers prepared. If they don’t ask, then they don’t ask.

I’d say your players and you should both agree on all the lore relevant to their backstory. If you’ve got a dwarf, you don’t need all the lore on all things dwarvish but you should both agree how their home clan or town or whatever works.

If all the players are coming from somewhere else and meeting in a place that none of their characters have been in before, this will be a good excuse to put in hooks. Example: All the players traveled by boat to a city, for various individual reasons. In the city you can have statues of your homebrew gods around. Hey if the players stop and ask, or read the plaque, they get some info. If they don’t they don’t. Same deal with the rest.

You should know in broad terms what the gods are like, what magic is like, what the major cities/states are like (you don’t need micro detail just enough to flesh in later), and then more detail on what the immediate location is like. If you have a gimmick, introduce it early.

Highly advise you have a notebook ready so that when you make something up on the spot during a session you also write it down and add it to your worldbible so that you don’t contradict yourself in front of players later.