I have recently finished my second session of a game universe I am only vaguely familiar with (namely Rogue Traders in Warhammer 40k, but this is a generic question). This universe has a very heavily developed environment, feel, culture, following, etc. but I only know the very basics while the GM/other players have a significant amount of experience with the world (the GM actually works for the company who makes the universe).
Needless to say, I feel a little lost. I've tried reading up on the universe, but I feel like I'm too far behind at this point to catch up. While the others were had things to get done at the space port, I was wandering around the slums because I didn't know what else I should (read could) do.
How can I get around this world with which I am so unfamiliar? How do I feel like I can contribute to the team without just becoming a growth attached to another character?
Edit: I should note that I'm hoping for answers that don't involve reading up on the universe and rather ways to fit in to the universe without knowing the universe. Not that I'm lazy (which I am).