Write about what you know, they tell you, write about what you know. Even if you follow this sage advice (which, incidentally, I think means write within your emotional, rather than your actual experience) let's face it, you're not going to know everything and are always going to need to find out more.
This is where research comes in. When I'm starting on a writing project, I read around of my subject as much as possible. If I'm writing about the Second World War, I read as many books about it -- fiction and nonfiction -- as I can lay my hands on.
Cue book shop picture...
I suspect that some people think reading what others have written will taint of the wellspring of their own idea, but if this idea is robust enough and you are really committed to it, there shouldn't be a problem. There are two benefits to reading widely: the first is that it will increase your store of knowledge, the second, more pertinent one is that it will show you what gaps there are in the existing cannon waiting for you to fill.
Once you have done the bulk of your reading (although you will probably continue with it during the writing process), you may find it helpful to visit the places where your story is set. Even if you know them well, some fresh detail may spring out at you and fire your thinking further. During this phase you might need to visit museums, talk to experts in the field; you will certainly have questions which need answering.
Remember, what will help you most is the telling detail. You don't need screeds and screeds of background information - the means to an end, not an end in itself -- but the vivid and selected use of detail will bring your story to life and give it added authenticity.
Once you have harvested all this information, the best thing you can do is to set it to one side. The process of writing a story is essentially reimagining your research - a strange alchemy by which time and imagination work on fact and turn it into fictional gold.
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