Orion doesn't stick around in one place too long, so the story doesn't really give us too many details as far as setting goes. We're totally down to give you a whirlwind tour of all the places he visits, though.
Check it out:
Welcome to sunny Khios, the fifth largest Greek island, which apparently had a serous wild animal problem until Orion killed them all. This is the place where he got blinded for forcing himself on Princess Merope.
Glad you made it the forge of forges, the place where the blacksmith god makes all his amazing creations (and where Orion finds out how to heal his blindness). Don't miss the gift shop on the way out. Hephaestus makes some pretty nifty stuff.
The Palace of Helios
Wow, you came a long way to check out this place. The sun god's amazing golden palace is all the way at the edge of the Earth. No wonder it took Orion so long to get here and be healed by Helios.
We're pretty sure you'll have a nice time on Delos. We're definitely sure you'll have a better time than Orion did, since he got stung by a giant scorpion here and died. Whoa, wait! Don't run away! There aren't any more giant scorpions here. We promise.
What we do have in Delos are tons of cool ancient ruins. This place was considered sacred for centuries and a bunch of temples were built here over the years. Some legends say that Artemis was actually born here, so it totally makes sense that this is where Orion and the goddess did their hunting.