I would like to suggest that the settings in the story establish its mood. Chekhov suggests that the effect of the moonlight and dawn, along with various other lights, upon the sea create an erotic and dreamy atmosphere. It is a sleepy landscape marked by the rhythm of the sea and the clouds sitting over mountains, giving a timeless quality to the setting. This is connected to the theme of the beauty of nature that brings out the best in Anna and Gurov. They go to the beach to watch the sun rise and listen to the surf of the ocean. It is a setting supportive of their true love because it is mystical and even reminds Gurov of what is most important in life.
Another setting which is important is the town where Anna lives. Its depressed nature suggests how trapped Anna must feel. The fence with nails across from Anna's house points even more to her confinement and unhappiness. This setting highlights the emotions Anna and Gurov are feeling. It underscores that their love is morally right, even if to be together, they have to leave their present mates.
Gurov learns he isn't the cynical lover he has been. He discovers his humanity and his moral center through his adulterous affair with Anna. In the end, Anna and Gurov realize they must make painful decisions that will let them live together openly and honestly. They are united by their appreciation of natural beauty, and beauty brings out the best in both of them.
In my opinion, the mood of Chekov's story is one of boredom with life caused by excess of wealth, too much leisure, and lack of purpose in existence.
The setting is a fashionable seaside resort in the Crimea, where the wealthy go to play. The progaonist, Gurov, is bored with his life; he has married to since he was a sophomore in college and has three children. It is the same of thing day after day, and Gurov has already relieved his boredom with infidelity long before they go on holiday.
When they arrived, Gurov discovers the other vacationers are not much different than those at home: timid, of marginal intelligence, and prone to routine. Although he engages in what he thinks will be an exciting affair, the woman proves tedious herself, concerned with her "morals" well after the act takes place.
Things do not get any better. Gurov observes those around him. He thinks:
"What savage manners, what people! What wasted evenings, what tedious, empty days! Frantic card-playing, gluttony, drunkeness, perpetual talk about the same thing. The greater part of one's time and energy went on business that was no use to anyone, and on discussing the same thing over and over again, and there was nothing to show for it all but a stunted, earth-bound existence and a round of trivialities, and there was nowhere to escape to, you might as well be in a madhouse or a convict settlement." (Part III).