In my fictional Fairy Kingdom, the classic fairy tales are not just read, but are acted out regularly to keep them alive and relevant. It is considered a huge honour to be picked to play a major role such as Cinderella. Music is played (though most classical music is imported directly from Earth and is mainly enjoyed by the Queen and the nobility). The Queen collects art, from her own world and others, and likes photography (she does not do this directly but does collect framed pictures).
So what do your characters enjoy in the way of entertainment? What do they watch, listen to, read? Can anyone join in with any of the entertainments or are some restricted for the privileged? What entertainment is broadcast? Who writes and produces such things? And maybe just maybe you have characters who write the reviews!