Of course, this depends on the setting, the players, the characters and more. Horror often relies on ignorance, fantasy on discovery, acting like the Tenth Doctor on knowing it all.
Example: I saw the original short film of Mama (warning: creepy as heck) and imagined a completely different backstory than the one the feature-length version presents - I thought she was meant to be possessed rather than a ghost, that this was clearly a new development, and (due to the ending now chopped off) that it was part of a possession-based spin on a zombie apocalypse. Based on a very small amount of information, I went haring off in apparently a completely unintended direction.
I think a possession apocalypse is a pretty cool idea, but that’s by the by.