In To Kill a Mockingbird, Maycomb is a sleepy little town in Alabama where Scout has to admit that a day seemed longer than 24 hours and the town seemed older than it really was. Everyone knows everyone in Maycomb. Jem and Scout feel secure in this little town at the beginning of the novel. It's not until the trial ends, that Jem's security begins to be questioned.
Another aspect of setting is time. Set in during the dirty thirties, it explains some of the actions of the characters like the Cunninghams paying Atticus in hickory nuts. It also gives a reference point for race relations in the South. No one bats an eye in Depression Era Maycomb that all the African Americans go to a separate church or that the ladies in the missionary circle look down on their "coloured" servents.