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The thing that is often unnatural about giving exposition in dialogue is that both people having the dialogue should already be aware of what is being said. To solve that problem, you can either in...
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Source: https://writers.stackexchange.com/a/45639 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/45639 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
The thing that is often unnatural about giving exposition in dialogue is that both people having the dialogue should already be aware of what is being said. To solve that problem, you can either introduce a character who would reasonably not be aware of the situation, or you can tell that exposition instead of bringing it up in dialogue. Telling in this case doesn't need to be multiple paragraphs of enciclopedia entry - it can be a couple of sentences by the narrator within the same dialogue scene. "Lord Frey was known for..." etc. If you can, it might be possible to hint at the situation, rather than state it explicitly, through what the characters, who are aware of it, say and do. For example, if two lords are known to be at odds with each other, a character might complain about trouble with the seating arrangements at a feast, needing to keep those two apart. Another option is to interject a thought or memory by your POV character. For example: > "I am so sorry, my love. Jon Arryn is dead." > His eyes found hers, and she could see how hard it took him, as she had known it would. In his youth, Ned had fostered at the Eyrie, and the childless Lord Arryn had become a second father to him and his fellow ward, Robert Baratheon. When the Mad King Aerys II Targaryen had demanded their heads, the Lord of the Eyrie had raised his moon-and-falcon banners in revolt rather than give up those he had pledged to protect. (G.R.R. Martin, _A Game of Thrones_) It feels much more natural, doesn't it, than if Catelyn had said "I know it takes you hard because you were fostered at the Eyrie..."?