The story of Perseus and Andromeda has an in-between setting in the larger story of the hero Perseus. Perseus' main mission is hunting down Medusa, decapitating her, and bringing her severed head back home to his king on the island of Seriphus. His run-in with Cetus and Andromeda is really just a side quest in his larger adventure, rather than the main event.
At the beginning of the story we find Perseus flying over the Ethiopia coast on his way back home from the Gorgon Medusa's cave. He's got Medusa's head in his backpack and his mission is almost over. When he sees a pretty princess tied to a rock in the middle of the ocean, though, he just has to stop. Ethiopia is an interesting setting because it isn't in the Greeks' home turf; it's actually kind of exotic.
The ocean setting, though, is especially important. It tells us that we're in the realm of Poseidon /poseidon-neptune/, the god of the sea. That's not really good news, because Poseidon is known for having some serious anger-management issues and for viciously punishing humans to offend him. In this story, he's sending his sea monster, Cetus, after Andromeda's family and kingdom. Good thing Perseus shows up to save the day.