When I discovered my German immigrant ancestors spent a few years in Cincinnati, Ohio, in the mid-19th century, I had to learn a few things. The rest of their life had been spent in small, rural communities and I was familiar with research there. “Big city” research was a little different. There were more people to sort through in every set of records. There were sources in an urban area that I was not used to using or even having access to (eg. city directories). But the thing I came away with from my experience was the importance of remembering that when an area is “new” and different from what I am used to (either in terms of time period, geographic location, political structure, etc.), my first plan of attack should be to learn about the area and its records/sources.
And I also need to think about my assumptions as well. I may not know as much about the area as I think.