When in The Lord of the Rings Tolkien writes
‘But it is a heavy burden. So heavy that none could lay it on another. I do not lay it on you. But if you take it freely, I will say that your choice is right; and though all the mighty Elf-friends of old, Hador, and Húrin, and Túrin, and Beren himself were assembled together, your seat should be among them.’ (Elrond addressing Frodo, J.R.R. Tolkien, The Lord of the Rings, book II, chapter 2 - The Council of Elrond)
We have no idea who Hador, Húrin and Túrin are. We only know of Beren as a legendary figure mentioned previously by Aragorn. The others - we can conclude from Elrond's words and from their mention in conjunction with Beren that they were heroes of old. We have no idea what their deeds were.
Tolkien's usage here was neither a mistake nor an accident, but a nod towards the experience of reading an antique text, and experience he was deliberately trying to recreate. Reading an old text, you would sometimes come upon a reference the referent of which has been lost. Other times, the referent is unknown to you yet, and you have to go search and study until you find it. While for the original audience of the piece the referent would have been as well known as The Lord of the Rings is to us today.
One might also experience something similar if one reads a text belonging to a foreign culture, when one isn't very well familiar with the culture in question (yet). Which might be similar to the effect you wish to create with your fantasy/sci-fi story. Or it might not be. Up to you.
Which is to say, using a dead-end reference is a tool you want to use deliberately rather than haphazardly. It creates a particular effect that you might or might not want to use in any given point in your story.
That said, you can vary the measure to which the reference is a dead end. This is discussed well by @ChrisSunami. Consider, we are told at the very least that Hador, Húrin and Túrin are heroes of old. Which is really all we need to know for the passage to work. We get the right image, we don't need the particulars of these men's heroic deeds. This is similar to @Chris's first two examples.
When reading a real ancient text, dead-end referenced similar to @Chris's third example also occur, but they offer nothing but frustration. Frustration is not an emotion you'd want to deliberately evoke in your readers. You want to provide some description. The most crucial characteristic for the scene, at the very least.
Something I do not see mentioned here: you want to limit the number of your Thajvas, Gaijamus, Lillahis and whatnot - the more terms your reader has to remember, the less likely they are not to remember them but instead get everything mixed up.
And you don't want to rely on reference notes. They can be a nice supplement for the hardcore fans of your work, but they require extra work from the reader, which means fewer readers would be willing to make the effort.