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The more research the better! Doing a lot of research means:

1) Your world will be accurate (and let’s face it, most fantasy worlds are more similar to the real world than different from it). You avoid jarring the reader with impossible situations (that should still be impossible in your world) or weird and illogical combinations of time periods and cultures.

2) Readers get to learn things from the book, which is amazing. I love learning random facts about, say, herbal medicine or martial arts from fantasy books.

3) You can show off/disturb people with all your random knowledge about fighting, poisons, etc., which is always fun. 😛

But seriously, nothing screams “cheap writing” like a book of any genre that hasn’t been researched.