When you write a story, you decide what the setting will be. The setting might be your backyard. It might be a place you ve visited with your family. It might be a place you ve learned about in school. A setting doesn t even have to be a real place.
Many fairy tales take place in lands that never really existed.
A setting can be a world you create completely in your imagination. Pretend that Jack and Annie have an adventure in your setting. Write the first chapter of their adventure. Start the chapter by describing the setting. Close your eyes.