Overall, I think it's well-organised and interesting, and it tends to stick
to clear, specific advice rather than giving way to waffle (maybe with one
or two exceptions - see below).  I especially liked the stretch from "Become
an Armchair Tourist" to "eager to try it out when you've finished".  Those
bits were full of things I hadn't considered before, and they made me want
to try them out.  The rest is perfectly relevant; it's just that I'd come
across most of it in other advice about research methods or about designing
interactive fiction.
<P>
I've got two main recommendations, one about the style of writing and the
other about the headings:
<P>
Most of the article is friendly, informal and written in the second person,
so I think the first four paragraphs should be changed to fit in with that.
Replace "the author" with "you" throughout, contract "it is" to "it's", and
maybe cut the second paragraph completely.  It is a very clever point, I'm
sure, but it doesn't seem to me to fit.  The rest of the material in the
introduction is fine for putting into context what is really an article
about craft, but that point belongs to Nick-Montford-style literary
criticism.
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I'm happy with his decision to have two levels of headings, so that after
the introduction each paragraph has its own heading and then there are three
overarching ones: "Choosing a Setting", "Doing the Research" and "Building
Your World".  But I'd rather not have a short blurb attached to each of
these main headings: I think it unavoidably forces him to say things that
are either obvious or mentioned elsewhere.  So I'd cut all the blurbs
("Chances are... that choice:", "Once you have... dig deeper." and "There
are many... as protagonist."), although I would rescue the sentence
"Ideally, you should... a bit about it." by moving it to the "Choose a
Setting that Interests You" paragraph.
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If he makes those changes, I'll be well pleased.  I found the Springer-style
"Final Thoughts" to be a bit overdone, but I suspect that's just me.  I've
got one other niggle, but it might count as a copy-editing issue: I don't
think you can really role-play that you are something.  I would replace
"role-play" with "believe", or recast most of the sentence: "...play the
role, just for a moment, of someone who was there and had an important
purpose...".
<P>
But I think if the same amount of original thought has gone into the other
articles, the book will be worth having.