Guild Ventures Setting
Gryphon Guild Ventures takes place in the Forgotten Realms, the default world for Dungeons & Dragons. If you wish to investigate this world, you will find a never ending amount of information online and in source books.
The best introduction you will find for the Forgotten Realms is the Sword Coast Adventurer's Guide. Available at Gryphon Games & Comics! It will give concise explanations about a variety of topics that will interest both players and Dungeon Masters.
Tie to the World
Once you know a thing or two about the Forgotten Realms, try to find how your character fits into the setting. For one-shot games, no one is expected to have a full backstory and character personality developed. It doesn't take too much to give your fellow players a detail or two to riff off and for you to base your in character actions upon. So take a minute to consider!
If you really want a deep dive into the Forgotten Realms, check out this Youtube series, Forgotten Realms Explained.
Additionally, you can check out the the Forgotten Realms Wiki on Fandom which has a huge amount of written material on the Realms.