Egypt and the Surrounding Desert, circa 1500 BCE
This might be a story about the Israelites, but we're not in Israel quite yet.
Instead, we find ourselves in Egypt. Yep, that Egypt.
If you know one thing about Egypt, it's probably the Pyramids. If you know two things, it's probably the Pyramids and the Nile. Well, that massive river is a major player in Exodus. Not only is it the reason Moses finds his way to Pharaoh, but it's the reason Egypt has some urban oases in the middle of the desert. Civilizations needed water to survive, after all.
The setting actually forms the impetus for Israelite enslavement. After all, desert nomads don't need hundreds of thousands of slaves. Urban leaders with big projects (Pyramids, anyone?) do.
But wait. It's not all Nile and Pyramids. Don't forget about the barren wastelands of the region into which Moses and his people wander. There, they can't even find food and water and have to rely on God's miracles to survive. It's no accident that the Israelites find their spiritual strength from the desert. It's the anti-Egypt and the place to connect with God. Win win. Win.
P.S. Want to know what route the Israelites took in their Exodus? No problem.