Writing Advice Please?

So I need some advice on my story writing because maybe I'm just not understanding something but tell me.

Does everything need to be explained the moment it's introduced? So as too avoid heavy exposition drops and for other reasons as well when I introduce certain things they aren't necessarily explained at that point and time because they aren't meant to be explained at that time, they're meant to be explained later or gone into further over time. Like for example in my story, there was this big historical event that resulted in there no longer being a sun and a moon but instead having a magical substitute in their place. This event is touched on in like the first chapter but not fully explained and people complained that it wasn't explained fully and that I said it as if they're supposed to know these things already and I'm not. I'm aware that they don't know these things but they're not supposed to yet.

However, maybe it's me am I supposed to explain everything the moment it's introduced?