Creating a convincing fictional world means conveying information to the audience. They need to know how that world works and how it is, in order for the story to work properly. A story also needs many things to be explained. But supplying information is the easiest way to break the mirage of a convincing reality. Wrongly placed or expressed exposition is like an orchestra playing a series of wrong notes. Exposition needs to be effortless and invisible.
Leak out the facts rather than state them. Characters who already know things about each other don't need to remind each other of those facts, for example. Avoid Basil Exposition (the rather tedious character from the Austin Powers series). "You remember John Smith from your class in High School, don't you? He's been in jail for ten years for armed robbery." Much better to have someone muttering "I'm surprised he has the cheek to turn up." "What Smith? He always said he was innocent, didn't he?" "They all say that. That bank teller has been in a wheelchair ever since. She goes to my church." OK, it's not so clear, but it raises questions. It's less on the nose. And you can leak more information as time passes. "Dressed in a well-tailored blue suit, he looked more like a city trader than an armed bank robber." Drip, drip, drip.
Use a diversionary tactic when you have large chunks of information to get across - Brent Snyder calls this the Pope in the Pool technique - when the audience is so dazzled by the thought of the pope taking a swim in the Vatican pool that it forgets to be bored by the complex information that is conveyed in the scene about the potential assassination plot (or whatever). So if you have to put across a lot of dull and serious information that the audience needs to know (for example, in a policing scene) make it as entertaining and lively as possible. Police briefing scenes usually have three or four people presenting different chunks of information in different styles - it becomes an excuse for character studies.