The introduction to Act I of George Bernard Shaw's play Pygmalion is described textually in the following way:
Covent Garden at 11.15 p.m. Torrents of heavy summer rain. Cab whistles blowing frantically in all directions. Pedestrians running for shelter into the market and under the portico of St. Paul's Church, where there are already several people, among them a lady and her daughter in evening dress. They are all peering out gloomily at the rain, except one man with his back turned to the rest, who seems wholly preoccupied with a notebook in which he is writing busily.
As with every story, the introduction presents us with the setting. The setting of the plot is imperative to establish the tone of the story, the atmosphere, and to create some form of foreshadowing for possible upcoming events.
Historically speaking, Covent Garden has transformed through history. During the time in which Pygmalion is set, everyone who was anyone would make a point to enter Covent Garden as a socialite would visit the mall. There would be the theatre, shops, markets and walkways for the fine and fashionable.
When we think that someone as dingy, uneducated, coarse, wild, and intrusive in character as Eliza hovers around in the same circle as the socialites visiting Covent Garden helps us realize the magnitude of separation among the social classes in Victorian London. This is a topic dear to GB Shaw's own personal view of society, and the contrast between Eliza and the ladies serves to set a tone of shock, differentiation, understanding, and critical analysis in the audience: Is this separation fair? Is it expected? How would the typical upper-classes view Eliza? How does Eliza view them?
In all, the setting is sort of like a mini-lesson in the societal rules of the fashionable London which help establish an atmosphere of snobbery and blatant classist sentiment.