I would like to know how to help a new GM build story as a player.
History
I am playing a campaign with some friends and our GM is a new GM and we have been playing for about a month now.
He has designed a large world and many towns and a grand quest for us (which involves finding all the mythical pieces of an artifact from around the world) however there is no fine detail in the world. When we come to a new town we are told "This is a large city with walls surrounding it. There are 3 inns, 2 weapon shops, 3 armorers and a castle in the middle." however that is the most detail we can get. When we visit individual places we're told "You visit the inn" and if we try to talk about the artifact we're hunting with nameless NPC #27 who we found on the street we're constantly told "That artifact is from children's stories" and we must have visited every library searching for information on this artifact but there is nothing as it's been "lost to time". There is very little direction given and as a result, we spend a lot of wasted time just trying to figure out something to do.
I have spoken to the GM OOC and given some advice and tips. This is from lack of experience GMing not from a desire not to add the detail.
Question
My question is what are some things that I as a player can take action to do to help flesh out some finer details of the campaign? I can't just provide details on my back story and hope the GM integrates it into his story. I need things I can actively do as a player.
For example, one of my plans is to "try and hunt out a secret society that I believe is also looking for the mythical artifact" this gives me something to do in the towns while still allowing the GM to decide whether that secret society exists or it's all in my head.
Edit: For clarity. I would like some examples of things that I can do as a player to drive and develop story. Things that I can begin and have the GM react to rather than have the GM plan and execute it before hand.