Some very talented writers can make exposition intriguing for their audience. Tolkien and Hemingway are prime examples. Those authors make the explanations of setting into more than just description. They mentally transport the audience into the world in their novels.
For the rest of us mere mortals, the safest thing to do with exposition is to minimize it. I include myself in this second group.
In the first chapter of my novel-in-progress "An Amazon Scorned", I want to describe the Amazon city. I want to tell the audience about the thousands of people who live there, about their lives and livelihoods, about the culture and architecture... because it's such a complex environment, and well worth sharing.
However, explaining the finer points of Amazon architecture would likely bore the audience enough that they'd drop my novel back on the shelf after skimming the first few pages.
So, instead I open with a chase scene. The main character is running for her life. I still get to mention Amazon architecture, the number of people in the city, and their sacred traditions, but the architecture is only mentioned as it helps or impedes the main character's attempt at escape. The people in the city are snapshots rather than in-depth character analyses. One is a witness, others are pursuers, and so on. Traditions are shown in the course of the chase scene itself, in which weapons people use and how doggedly they pursue the main character.
Exposition has it's place, but I've found that it's best buried farther along into the novel. The first few chapters are about introducing your main character and making him or her likeable to the audience, not about boring them with every inane detail of the main character's life.
As practice, take the prompt I've provided below. I know this lends itself to a flowery description, but try to avoid writing a purely descriptive or expository scene. You might want to add some hungry wildlife, or grumpy locals. Have fun, and keep writing!
Prompt: The mountains were beautiful this time of day. The way the sunlight played over their slopes and sudden drops was breathtaking. The only thing that blocked his view of the mountains was a...