I personally prefer fantasy stories rich in detail but I try to be careful not to let such details interrupt the flow of the story. If you're creating a history for your setting always ask of all your details, 'what has this got to do with my story?' Creating proper names for places can also be fun but again, look for ways to tie such names into the plot of your story.

A research technique you might try is browse Wiki for various 'kingdoms' and then frame your story around one. Change the names, of course (unless you want to write historical fiction) but doing this can help create a very believable setting. I think the interesting thing about 'kingdoms' is they invariably allude to a well defined (and often guarded) locality. The question to ask then is does anything or anyone else exist outside of this kingdom?

If you were to model your kingdom on the Roman Empire, the answer there would be 'no', even though obviously other cultures still existed outside the realm of that empire. Similarly, you might look to a much smaller realm such as Lichtenstein. This is perhaps a good modern-day example of a 'kingdom'. A contemporary reason for kingdoms such as this existing is they're tax havens. A simple extension of that in fantasy is your kingdom could be a haven from all manner of other conventional laws.

Just a few random thoughts. Good luck with everything