The first thing is to create a sense of normality. The characters do ordinary things in an ordinary way; ordinary, that is, for this year in this place. Specificity is key.
For example, in writing description, writing teachers often laud the virtues of specificity: not a flower, but a freshly unfurled red tulip as bright as candy.
When a novel is historical, you don't have to make up most of those details; your research takes care of that. I research, as most people do, far more than I "need" to research, but that extra effort can pay off in unexpectedly useful ways. So the first thing is knowing specific details, or having them handy for when they're needed.
The second thing is an ongoing process. I don't insert my historical factoids at precise, mathematically calculated intervals. I drip them in instead, like rain working its way through a roof to occasionally trickle down your neck. This I can break down into a numbered list.
1. If you have an opportunity to use a historical detail rather than a vague detail, do it. Don't rummage in your pocket; rummage in the pocket of your poplin shirtwaist.
2. It helps to keep in mind what has changed between then and now. Those are things the reader needs to know before they can be immersed in this new world. To a character in 1914, the daily arrival of the iceman would be an ordinary event; so if you need a bit of business to dress up a conversation, perhaps you could interrupt their conversation, briefly, by the iceman's arrival.
3. Details work better in action than in description alone; that's a general principle I've seen in many guides to writing. So one can describe a room and note the collection of hats on a hatstand, because women wore hats every day, but it's better if the reader sees those hats because the woman is selecting one to wear for an afternoon's shopping. Details inserted in this way can accumulate to good effect.
4. A big pet peeve of mine, which I will never write, and I recommend no one else write either: "Oh, come now! It's [name your year/era]! We're modern people, we don't do that any more!"
5. And sometimes one does simply describe, just as in non-historical writing. Don't go overboard in avoiding brief descriptive passages. If the character is visiting a huge, magnificent site, they would take note of its hugeness and magnificence and spend a few moments looking around before doing anything else.
I've noticed that research isn't something one does and then is finished with. There seems to be a baseline amount of knowledge my mind needs, but once I've hit that level, ideas start to form, and I start writing. In the course of writing, I discover things I need to know, often small but important things, like "if she buys a hat in this particular summer, what kind will it be, and how much will it cost?" Then I go and find that out and slip it into the text. Sometimes I use placeholder information until I have a chance to research again; this is rough draft, after all.
Other times, the research process is more nebulous. If feeling stuck, not stuck enough to stop writing, but stuck enough that inspiration would be welcome, research can help. For example, I can read period newspapers and make notes, with few expectations beyond, "see if I can find anything about Thanksgiving." And in the course of that generalized reading, come across some facts about a sugar shortage which I can use to shore up an event I'd already written in the text.
Then there's the research that's going on parallel to the writing. This usually involves books. I generally search for books in groups by topic, work my way through those, and then move on to another topic; this seems to help my mind organize what it's learning. Books are good because, unlike the microfiche machine, I can carry them around, marking pages with sticky notes or making notes in my notebook, or sometimes typing up the notes for easy reference when I have my laptop and nothing else.
These books are often where the synergy comes in. I'm writing, writing, writing, and sometimes my parallel track of reading shows me, "That thing that happened to this character, it can happen to my character! Except with my character, it would be like this..." and I'm off. Then I go to the other books I've accumulated on that topic, and get more ideas, and so on. The only trick to this is explained in a pithy quote from Gregory Frost: "Don't research it to death," which is what he told me years ago when I began my first historical novel. Just because I'm using a book for research doesn't mean I have to read every word. I skim as much as I can, to the parts I know I can use. (Sure, I get involved in reading probably not-useful bits every now and again, but I try to avoid this.) If I need those bits I skimmed over, I can always go back to the book later. Initially, I am ruthless. I pillage for what's useful, because if I read everything, I won't have time to write. If I don't write, I won't know what I need to research next. And then where would I be? Looking at an unfinished manuscript, no doubt.
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