The setting is the typical, gorgeous field taken straight out of an allergy medicine commercial. There’s tall grass and the occasional tree to provide shade from the happy sun. Imagine that it’s about 1860, and out there in the field is a little boy with no shoes on. (Huck Finn is a good example, if you need a little help.) This is a great start, but as we move through the poem, we figure out that the speaker is telling this story to someone upon first meeting them.
As a result, we're no longer in the setting we first expected. Instead, we're inside a conversation, which is really just the speaker's memory of his boyhood experiences. Once again, Dickinson has pulled a switcheroo on us. Think it's a girl speaker? Nope, it's a boy. Think that's a "Fellow"? Nope, it's a snake? Think that's a whip? Nope—snake again. Think that the speaker is at one with "Nature's People"? Nope, the snake actually deeply disturbs him.
In this way, the setting is just one more tool at Dickinson's disposal to invite, and then undermine, our expectations. Now, is she doing this just to be mean? We'd like to think not. Instead, maybe she's provoking us into our own, private realizations. Maybe she's encouraging us to question, you know, everything. In a poem where even the setting can change on you at the drop of a new line, it pays to adopt that mindset—and to be wary of how prior assumptions can cause us to lose our grip on what's actually going on.