Setting in Dionysus (The Early Years)
Thebes
Zeus seduces Semele and unwillingly obliterates her in the unlucky city-state of Thebes, which is mostly known as a place where all kinds of awful things happen. It's the place where Oedipus gouged his eyes out, the brothers Polyneices and Eteocles kill each other, and Antigone will hang herself while buried alive. (Tough town.) In Euripides famous tragedy, the The Bacchae, Dionysus says that the place where his mother was incinerated still flickers with flames. It's safe to say this is a town that's marked by tragedy. (It's probably also safe to say that Thebes had a crap fire department.)
Mt. Nysa
Baby Dionysus grows to young adulthood on a legendary mountain called Nysa. Most often this mountain is related to Mt. Cithaeron (these days there's a whole mountain range called Cithaeron near modern day Thebes). Back in the day, Cithaeron was a major hotspot for the worship of Dionysus, so you can see why people might say the god grew up there. Of course, the D-man's cult was spread all over the Mediterranean world, so other places claimed Mt. Nysa as well. Some said that the mythical mountain was located in such widespread places as Thessaly, Thrace, Arabia, Egypt, Libya, Ethiopia, and India among others.