There are really 2 types of settings...
Integral Setting - The fully described time and place that is central to the story.
Backdrop Setting - This is the vague and more general components that contribute to the story, but don't necessarily define it.
castle, cemetery, a street corner, a
forest, mountains, another galaxy
a wintery morning, a foggy evening , a sunny day
Is the mood...frightening? happy? cheery? gloomy? Is there tension in the air? Something just about to happen?
What is going on in the culture or society around the story? Historical Events? How does the character act? What are their habits/mannerisms?
a pocket watch, a cell phone, a horse and buggy, a flashy convertable, a beat up truck