In general there is no singular resource to the various campaign settings that D&D and other products have used throughout history. That being said there are a few practical ways to know what is appropriate for each setting:
The Setting Books
Each setting has some published books associated with it. If you were playing in Planescape then you probably want the Planescape Campaign Setting, Guide to Sigil, or other books.
Don't know what books are available? Wikipedia often has a list of publications associated with different settings (here's the Forgotten Realms list as an example). I've also often seen fan guides which list publications for different games or settings.
How do you tell which setting a book or topic is applicable to? Books or sections which are applicable to an individual setting will tell you so. For example, the product description of the Sword Coast Adventurer's Guide says:
For use with the fifth edition Player’s Handbook, Monster Manual, and Dungeon Master’s Guide, the Sword Coast Adventurer’s Guide provides the setting, story, and character options needed to participate in a game anywhere along the Sword Coast of the Forgotten Realms.
However, most books won't have this kind of information because most books are not setting specific.
You didn't indicate your experience with D&D, but once you've been through different campaigns, at different tables, and at different times you've likely developed a passable knowledge of different settings. You may have played lengthy campaigns in some settings, or maybe you just learned about them through tangential conversations with your fellow players. But you'll pick up a lot of that information over time.
You can also read about them online. Many settings have fan pages (for example, Mimir.Net is dedicated to the Planescape setting) or wikis, though the quality may be poor at times. There may be forum posts with interesting discussions that help you understand the setting.
When all else fails, just ask your GM. They likely told you to use the Forgotten Realms materials assuming that you were already familiar with them. There's no issue with asking for more information.