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The setting of King Lear is a mythologized ancient Britain; a pagan land, where Christianity and its moral values are unknown. This is crucial because the world of Lear is one in which each character is at the mercy of events, tossed about like so many leaves in this bleak, amoral universe. Here, there is no absolute morality, no transcendent code of values to which people adhere and on which society is based. Free will as Christians understand it simply doesn't apply to this pagan culture; everyone in this society sees themselves as nothing more than the plaything of fate. As Gloucester says in Act IV Scene i:

As flies to wanton boys are we to th' gods.
They kill us for their sport.
In such an environment, there is no hope, no possibility of escape from the fate that has been laid out for us. Everything happens of necessity in this fate-governed universe, whether it's Lear's foolish decision to divide his kingdom among his daughters or Regan's ordering of Cornwall to put Gloucester's eyes out.
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The play "King Lear" is based on the legend of a king of Britain in ancient times. Much of the action takes place in Lear's palace. Other settings include Gloucester's castle and a farmhouse near it, the Duke of Albany's palace, a forest, a heath, and a field near the town of Dover where both the British and the French armies have set up encampments.

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