Following are a number of documents which might help the players learn more about the world of Oerth. A few of these documents are poorly formated; I aplogize, but I'm too lazy to fix other people's work: I suggest cutting and pasting them into your text editor of choice.
An Introduction to Oerth
Alternative Coinage for the Flanaess
What Makes Greyhawk Great
Gary Gygax Discusses Greyhawk
Alignment
An Economic Study of the Great Kingdom (RTF format)
Coinage
The Cartography
Additional Cartography
Languages
Tavern Fare
Beer
Flan Names
Celtic Names
Pronunciation Guide
Flora 1
Flora 2
Flora 3
Summary of Oerth Dieties
Flan Gods of Oerth, Chapter 1
Flan Gods of Oerth, Chapter 2
Flan Gods of Oerth, Chapter 3
The Suel Imperium
Following are relevant links to other Greyhawk sites.
Peldor -- More Greyhawk campaign writeups that you can shake a stick at.
Greyhawk Wars -- A dry, but informative history of the Greyhawk wars on the WoTC page.
Nodwick the NPC -- AD&D Humor from an unusual point of view. And remember: try not to get hit where you've got hair.