I've heard about a thing called a 'concordance' and apparently, it can help greatly with writers of Historical fiction. But what exactly is it?
A "concordance" is an alphabetical list of terms and words from a certain period in history, used in historical books to allow the reader to know what those terms mean.
From my understanding it is a list-like explanation that accompanies a text, explaining terms and references in their usage in the text, against their etymology or context. For example, many Shakespeare anthologies contain such notes on the opposing page to the text to explain mythological reference, long dead idiom and others contextual markers such as reference to then-famous icons or people. Not an easy task to accomplish unless you have written the work yourself, and then not a quick one.
I'm guessing it is just to be made if you plan to do a series of works in that one place or universe?
A concordance is an alphabetized index containing an indication of the context of each indexed reference. Bible concordances are common, and Gannon's example of a Shakespeare concordance is a good one. Also I have a dictionary of prases that contains the words surrounding a keyword in its index, to make it easier to find the complete phrase you are looking for. That too is a concordance.