I. Begin a story that is set in an unusual time and place, so that you must absolutely let your reader know that, hey, this isn’t here and now, but there and then. Can you do this without the obvious This is Gettysburg, Pennsylvania during the Civil War?
II. Begin a story whose setting is a ‘character’ in the narrative, in the way the sea is a character in Herman Melville’s Moby Dick, or the mental hospital is a character in Ken Kesey’s One Flew Over the Cuckoo’s Nest, or the prison is a character in Stephen King’s Shawshank Redemption, or Hogwarts’s is a character in J.K. Rowland’s Harry Potter.