Your story takes place in a very special environment, so choose carefully. Setting controls the things that your character sees, hears and does.
If it is a time in the past, you might have to do some research. What does the city/country look like during that time period? How do people speak? What slang words and sayings were popular then? Did technology exist? For example, I remember that my mom’s first washing machine was a ringer style, meaning that once the clothes were washed, they had to be passed through the ringers one by one in order to remove as much water as possible.
What if you choose a future world? The same rules apply. Map out the dimensions of your world. Draw in the ports, mountains, cities both large and small. If there are boundaries between countries, make them clear. Think about the shapes of buildings. Are they all high-rise or has some disaster occurred that destroyed everything and so construction is primitive? What types of technological devices do they have? If smart phones, what can the phones do in your world that they cannot do now?
I recently read a futuristic story in which the characters used watches to communicate. At the time the story was written, that would have been considered new technology, but it isn’t today. Think outside the box.
Part of the setting would also be the threat level. Does your character live in a dark time in which danger lurks in every corner? Or is it a peaceful seaside village filled with happy, complacent people?
I find it best to write it down. Make a list. Even collect photo images and put them all in a binder. The advantage of using a binder is that you can store all your information in one place and keep it handy. Refer to it often so as to remain consistent in your story.
Now, get to work!