Settings typically affect ability or Gear availability or provide or remove extra options when playing cards. In this manner, a PC is able to specialize in certain types of settings. Crafts often have a favored setting in the sense of their cards and even ability functioning best in a certain setting.
Individual regions may override the default scenario setting or provide the PCs with the option to treat the setting as though it were a different one. In the latter case, PCs may do this only when it is specifically advantageous to them; at any time they may continue to treat the setting as the default if doing so would avoid some penalty or provide an option that would otherwise be unavailable. Individual region overrides do not affect the set of Stealth Tokens in play.
For more information, see Player's Guide Chapter 5: Exploration.