While Shakespeare would have had a decent education from the grammar school in Stratford-on-Avon, there's little reason to believe that he had any firsthand knowledge of the foreign places he set his plays. Most of the settings - like most of his plots - came from earlier plays.

There are many factual errors in Shakespeare if we take his locations as if they were intended to represent the actual places. Take The Winter's Tale, for example. a major portion of the action of the play takes place in Bohemia, now in the Czech Republic. A major plot point happens when a man takes a sea journey from Sicily to "the deserts of Bohemia."

Bohemia is not a desert country and has no coastline.

Shakespeare knew the history of his history plays a bit better, but still mostly through secondhand sources that were both scant and unreliable. Portions of Henry V are quoted nearly verbatim from Holinshed's Chronicles. Shakespeare did his homework in this case, but Raphael Holinshed wasn't writing firsthand either.

Spectators in Shakespeare's time didn't put quite the same value on "realism" that we do today, though they had their own version of it. They weren't watching Hamlet expecting him to be particularly Danish, nor Macbeth all that Scottish.