Dickinson’s poem doesn’t have a clear or obvious setting. The speaker does refer to the stormy conditions of a “gale” (line 5), which suggests that the poem takes place outdoors. This general outdoor location is confirmed in the final quatrain, where the speaker makes further references to “the chillest land” and “the strangest sea” (lines 9 and 10). Admittedly, these references don’t indicate any particular place or time. Yet the indefinite nature of the setting is appropriate for the speaker’s otherwise abstract, extended metaphor about hope. And with this abstraction in mind, it’s important to recall the poem’s opening lines, which locate the metaphorical hope-bird within the person’s individual experience (lines 1–2):

Hope is the thing with feathers
That perches in the soul,

Hope is a feeling that’s internal to a person’s experience. As such, it “perches in the soul.” The somewhat eerie image evoked here involves a bird sitting inside a person’s torso, their ribcage serving as a macabre approximation of a birdcage. But such an image may also be understood as an abstraction of the more metaphysical space of the person’s innermost “soul.” It is in this deep space that the poem truly takes place.