I want to point everyone to a current event: the theft of the Codex Calixtinus from the Santiago de Compostela cathedral in northern Spain. The Codex is a book made for early 12th century pilgrims traveling to the cathedral.
I'm drawing attention to it not only because it's kind of shameful to think of the possible loss of a historical artifact because of greed, but also because the Codex itself illustrates something we should all know already about medieval times: people traveled. Not as much as today, certainly, nor as far, because transportation was pretty primitive. But there were many pilgrimage sites throughout Europe and established pilgrimage routes to reach them, with places to stop along the way. It was common enough that some guy named Chaucer was able to write a book about a large group of pilgrims traveling together telling each other tales. It was common enough that, after the Church of the Holy Sepulchre in Jerusalem was destroyed in the 11th century, the Muslim Caliph realized that Christian pilgrimage was a lucrative operation and allowed the Byzantines to rebuild it (but this action was too late to stop the Crusades.) After various epidemics (including the Black Death,) the Flagellants formed traveling self-mortification parades that went from city to city, preaching the end of the world and the need for extreme piety; Bergman depicts an example of this in The Seventh Seal.
Travel is more restricted in the Dark Ages, particularly after the Fall of Rome, because the ex-Legion Germanic warriors turned to banditry and conquest, carving out tiny kingdoms and basically threatening anyone trying to get from one place to another. This is why I chose this time period as my model for my Nine and Thirty Kingdoms setting I'm developing: it gives a claustrophobic feel, makes places a short ways away in the wilderness seem more mysterious, and makes the actions of adventurers more important.
Still, it's important to keep in mind that there are historical documents from these periods describing travelers arriving from distant locations and being accepted as news-bearers. Even if we take the extreme view that everything written in the Dark Ages and Middle Ages was complete fabrication, the people writing these tales seemed to think that other people sometimes traveled from one place to another, and there was nothing that strange about it, even if it was rare. If you want a medieval or merely medieval-ish feel in your game, you need to walk a tightrope, scaling way back from modern attitudes towards communication and travel, but not going so far as to depict medieval society as a bunch of isolationist idiots.