Conversation so far:
What did James Fenimore Cooper attempt first?
In 1820, Cooper's wife Susan wagered that he could write a book better than the one that she was reading.
What did he respond to her?
In response to the wager, Cooper wrote the novel Precaution (1820).
Its focus on morals and manners was influenced by Jane Austen's approach to fiction.
What did he do with this book?
He anonymously published Precaution and it received favorable notice from the United States and England.
What was the diffrence between his first and second book?
By contrast, his second novel The Spy (1821) was inspired by a tale related to him by neighbor and family friend John Jay.

Question: What was the book set in?
Self-contained rewrite: What was The Spy set in?