Some tips I think might help:
1. Don't just use dialogue for exposition. It is more important to use dialogue to develop characters. The way they talk tells so much. Are they terse? Are they flamboyant? Loquacious? What biases do they have the are revealed in what they say?
2. Do arguments of all kinds. Major confrontations, sure, but also minor, passive aggressive conflict. Conflict is always useful.
3. While I wouldn't go too far with specific exposition* if you can help it, you can communicate the tone and feeling of your world. If it's horror, how someone speaks (quietly, perhaps, nervously, etc) can add a lot to it. Overall I would stay away expositional dialogue. If you're using the character to speak to the reader, you're not trusting the intelligence of your reader enough, and it kills immersion. Also, you probably shouldn't put backstory in dialogue, or at least not more than the kind of summarizing that you'd actually do when talking to someone.
*(I made this mistake in Fey Light, but that scene was less about exposition really and more about extending that feeling of the safe fire in the middle of the terrifying darkness; still, had I not made the majority of it optional, it would have been a mistake. But to my credit, the main character had amnesia lol).
4 (Super good tip, I think): Do NOT have ALL your character's thoughts come out in dialogue. In other words, make then sometimes THINK one thing and SAY another. For example in Shadow of a God-King, Azalea is having to just kind of smile-and-nod at her super proud mother because she's marrying a prince, all the while she's thinking about the fact that she's only doing it to spy on him in order to take down the Empire her mother is so proud she's marrying into. It's internal conflict inside my character's head; she's absolutely thinking something entirely different than what she's saying (god this sounds arrogant quoting my own story lol, but it's an easy to find example cause it's on page 2).
To me, that kind of conflict between the character's internal thought and what they actually say is so fun. It adds not only plot-relevant conflict, but it adds immersion too.