When studying Gothic literature, one of the key elements to look at regarding setting is the buildings. Gothic literature has an architectural focus, so creepy houses, set apart from villages and society, with elements that suggest a darker history are typical.
The description of Wuthering Heights suggests such a place. It seems inhospitable to human comfort. It is roughly decorated, seemingly ancient, with inharmonious arrangement of light and furniture. Thrushcross Grange, on the other hand, seems contemporary, with efforts at refinement and culture.
Another element in Gothic literature concerns liminality, or in-betweenness. Bronte uses the motif of windows in the novel, and Wuthering Heights particularly is mentioned in terms of its windows. Lockwood is drawn to the window at the beginning where he sees the ghost of Catherine (ghosts occupying a liminal space between life and death). The bed is described in terms of its window-like features and seems unsettling in its decoration.
The Moors are also valuable to British writers of the Gothic period. They have a sublime beauty that is also fearsome in the power of Nature to sweep across them. Catherine and Heathcliff are drawn to these desolate places as though their own untamed nature belongs in this wilderness.