Well, we don't really know a great deal and a lot of it is down to guesswork. But here are some things that are fairly widely agreed on by scholars:

• Performances took place during the day, in the open-air (no roof!) theatre. This meant that the rain, the wind, the pigeons and so on were free to come in and interrupt the performance. The sky would have been visible from the stage and from the yard (where some of the audience stood).
• There were no women on stage. Men played the male roles, and younger boys the female ones. This gives a whole new resonance to the cross-dressing that appears in Shakespeare's comedies. Rosalind, in 'As You Like It' for example, is a boy playing a girl (Rosalind) playing a boy ('Ganymede').
• The theatre district, by the river, was considered an immoral place. Shakespeare's Globe shared its audience with brothels, bear-baitings and all sorts of other immoral activities.
• Seat prices ranged depended on where you were in the theatre. Groundlings stood up in the yard - and didn't pay very much - and seats in the galleries cost more.
• Certain fabrics were considered too posh and rich for people who weren't royalty to wear - but you could get special permission for actors to wear them on stage! This meant that actors were sometimes wearign clothes on stage it would have been illegal for them to wear on the streets.

Hope it helps!