Harlem, New York City
Jesse and his friends live in Harlem, a New York City neighborhood, and that's where all the action takes place. We know from the outset that it's a really violent area: "My dad said that the main sounds in the neighborhood were sirens and gunshots" (1.31), Jesse tells us. Not exactly music to anybody's ears. We also quickly learn that funerals happen on the regular (1.24), and that there's a lot of drugs and poverty. It's a rough place to grow-up, for sure.
Though there's no real indication of the calendar year, the setting feels more or less late 20th/early 21st century. Still, the world that Jesse lives in is really segregated. His neighborhood is almost entirely inhabited by black people, and the people there feel like they live apart from the world of white people.
Jesse and his friends have an unpleasant brush with some racist white cops who talk about how great it is to get free coffee when black kids get shot, and when Jesse is taken to the police station for questioning, his mother tells him, "It's not about whether you did anything or not. It's that we're dealing with the system, and we have to understand their rules" (21.19). She knows that a black man's innocence can be difficult to prove within an unjust system.
The moral of the story? The odds are majorly stacked against Jesse and his pals.