By now, you’ve probably realised that Deus Ex is a game that loves to give you optional lore to find. It’s scattered all over in the form of books, e-mails, newspapers, public access terminals and conversations that you can either overhear or have yourself with various people. This information typically serves no in-game purpose barring world building, though you’ll occasionally find odd snippets that foreshadow later events in the story. Every once in a while, you might get rewarded with useful information you won’t find anywhere else, but that’s the exception rather than the rule.
That you’re given the choice on how much you want to dive into discovering the setting is one of the joys of the game. It’s perfectly fine to focus only on your objective, speaking only with those you must wherever you go. You won’t feel lost in the plot doing that, but I personally can’t help but take in everything I can, the better to put into the perspective what J.C is dealing with.