Here's your curriculum, class; there will be a quiz on Friday. Actually no, there are far too many modules, articles, maps, adventures, and other materials for your 'umble pseud to absorb. I own just a small proportion of what there is, and I've read an even smaller proportion of what I own. It takes a whole community to accumulate and order it all in the incomplete form you are reading now. On the bright side, if you enjoy collecting, this collection never ends!
But fear not; no one really needs to own or know all this stuff. I doubt that anyone actually does. However, it is available in whatever level of immersion you require. Just need a map to tie together a few adventures in the game system of your choice? Well, you're in luck; there is a free pdf of the classic Harn map available. Just grab that, decide perhaps “Melderyn” is what the natives call Lendore Isle, and Boccob's yer uncle.
The next level of detail is provided by HârnWorld. In fact, the map above comes bundled with it. It is the top-level campaign world gazetteer, sketching the prominent features of the kingdoms of Harn, describing basic aspects of the cultures, history, travel conditions, pantheon and planes. You need never know who all the secondary people are and what they are “really” doing to begin imagining your own milieu from what is given here. If you are patient, this module and the next are often offered at a sale price.
This brings us to Hârndex, which begins drilling down more specifically into the people, places, and divers nouns of Harn in a paragraph or two. It's a reference work rather than a page turner but very handy to have around. Again, there's just enough here to perhaps inspire your own imagination without getting too concerned with the “true facts” given in the more granular sources about each location.
If you're interested in the HarnMaster game system itself, well, hopefully another editor will come along who knows more about that than I do. The good news is that this is but a small set of the welter of materials available. HârnMaster, Third Edition is Columbia Games, Inc.'s core offering, and supplements delve into magic and religion. Keléstia Productions Ltd.'s basic version is HârnMaster Gold: Player Edition, and my understanding is that the two are more compatible than not. Yes, there are two companies producing materials for Harn, as well as all the fans doing it here. Whew!
Ready to tumble over the precipice? Good. The kingdoms of Harn each have their own module. Well, I guess the modern version of Azadmere is still in the works, but you know what I mean. These modules are each like a little HarnWorld with a narrower scope; the general information pertains to the kingdom rather than to Harn as a whole, and one-page descriptions are given for cities, castles, keeps, and other prominent fiefs rather than for kingdoms in the aforementioned work. Again, they are written in a way that raises more questions than answers so that your own imagination can flow into the ambiguity.
Don't worry about getting them all right away (or ever); just pick one or two that suit you to start with. Kaldor is a popular kingdom and is well elaborated upon by the fans here. Heck, there's even a free overview pdf available that samples from several offerings in related city articles and such. Yet more kingdom modules treat with realms in the world beyond Harn. Let me know when you get there. From there, if you like, you can drill down into specific castles, keeps, or whatnot which repeat the process at one level further in. Alternately, if you need a quick castle to stick into the blank hex that the players in your world have just wandered into, grab an article, mortar in the serial numbers, and go. Beware: this is where the habit really takes hold.
There are other series of products for even more information, should you desire it. There are articles on wilderness areas beyond the kingdoms, religious orders, other organizations, beasts in the HarnMaster system, general lore, and probably more that I cannot call to mind at the moment. But by this point, I trust that you will be well beyond a beginner's guide. Just remember that you didn't hear it from me.