Not every location will inspire unique insights, but asking this question of your setting in general, as well as powerful sites within your setting, can be a useful world-building exercise.
If you’re not sure where to start, try recalling an experience of your own. Here’s an example:
About fifteen years back, I took my mother to Ireland for a week. One day we visited the Cliffs of Moher, which drop dramatically from green, rocky hills into the Irish Sea. Walking any distance was difficult for Mom, so we had a wheelchair handy and I pushed her up the hill to the overlook, a stone wall where tourists gather to gaze at the cliffs. She was happy to stay there for a bit, so I wandered off toward the tower. As I stood on the hill, looking out to sea, I got a powerful sense that the land not only welcomed, but claimed me. “These are my cliffs. They say to those who come by sea, ‘This far, and no further.’ If necessary, you will do the same.” And at that moment, I would have. The willingness to fight and die for a piece of real estate is a widely acknowledged notion, but I’d never actually felt it. Like many Americans, I’ve lived in many places, and I’ve liked some more than others, but picking up your life and moving it somewhere else is not only an option, it’s an expectation. I’d never encountered a place that demanded more of you. I’d never realized it was possible to experience no meaningful separation between who you are and where you stand. That was a very strange and profound moment.
Now, back to your setting. After you ask what unique thing your character learns from the setting, here’s a followup: How is the character changed by what he learned or experienced?
This change might be large or small, but it will occur. Every time we do or think something new, physical changes occur in our brains. Neural connections form or strengthen. Activity in certain areas increases. This process is profound, but it’s also invisible. Writers need to find tangible ways to demonstrate the impact knowledge has on a character.
When I look for examples in fictious worlds, I keep returning to Darkover. The pollen of certain flowers had a halucinogetic effect that jumpstarted laran, a psychic ability similar to D&D psionics. The humans who settled there very literally knew things they could have known nowhere else. Initially, only a few people developed these powers. Since laran was hereditary, after a few generations, families who had it became Darkover’s ruling class. The world is like a strange and alien sorceress who, for reasons of her own, gave magic to a favored few.
When you’re thinking about the impact setting has on your characters, keep in mind that no two people are going to see the world in quite the same way, so your characters might learn very different things from the same location.
For example, let’s say your rogue and paladin walk into a busy summer faire. Your paladin feels profoundly uneasy, and she senses a flavor of evil she has never before encountered–banal, self-serving, grasping, a value system that glorifies vulgar display and useless material things above all else. Raised in a monastery, a veteran of holy wars, she knows how to deal with monsters and the armed forces of tyrants, but the inequity she sees at the faire–the wealthy gem merchant shoving his way past hungry children–is not something her sword can resolve. She might be struck with a sense of her own limitations, or perhaps by the realization that while she would gladly die to protect the people of this land, she doesn’t particularly like them. As she tells her companion, “There is nothing for me to fight here, and nothing worth fighting for.” The rogue sees the same things the paladin does, but she realizes that she knows how to beat every one of these grifters, thieves, and lowlifes at their own games. For the rogue, the faire is like coming upon a mirror, suddenly and unexpected, and seeing something there she didn’t know existed. That might dismay or delight her. It might make her reassess her life, or it might raise her confidence level and prompt her to try something far more daring and ambitious than she’d ever before considered. Or both.
Again, this technique isn’t something you’ll apply to every new location, but it’s another tool for creating a settings with strong and distinctive personalities.