WoWs lore is crap. The lore was incredible in the actual Warcraft games, but during the WoW era, they retconned so much the lore began to go downhill quickly. They built an incredible lore base and then just pissed all over it.

FFXIVs lore is incredible. As others have said, read text on items, quests, leves, talk to NPCs, listen to NPC flavor dialog, etc. There is so much here.