Which real-world setting(s) do I know best?
Your own neighborhood is often a good place to start. Choosing a setting because it’s trendy or glamorous may be tempting, but nothing beats the ring of authenticity that comes from personal experience. Even if you think the town you live in or grew up in is boring, it might be fascinating to someone who has never been there. You, better than many other writers, are equipped to find the most mysterious or surreal things about your hometown and expand on them. More importantly, all those mundane details you’re so familiar with can be crucial in grounding readers before you take them on a wild ride.