The setting is the world that the players live in. It dictates what countries are called and even if there are countries at all. The setting covers the culture, the history, the fauna & flora, the gods and everything about the world.
Many great campaigns have started with the characters in tavern with neither the players or the Game Leader having the slightest idea what lay outside the building. As the characters adventure the blanks on the maps get filled in. Overtime, a dynamic and in-depth setting develops.
Or the setting can be ignore almost completely. The characters can wander from one adventure to the next, never caring about the names of the places they visit.
The depth and detail of a setting are in the hands of the group as a whole. The Game Leader may sketch out a rough map but it will often be the players who fill in the detail. Characters need back-stories and somewhere to call home.
6d6 is a group activity. No one person has a monopoly on the creating the world. With system such as the 6d6 Online Tools it is possible for players and Game Leader to create the setting together.
A sample setting, The Fay, is included in this document. It has grown-up as part of the development and play-testing of 6d6 Magic. It is very general setting with few, if any, radical ideas in it. It's goal is to provide a simple starting point for your own creativity.