Scene Settings

Shakespeare's Hamlet begins:

Act I
Scene 1
Elsinore. A platform before the castle.
Francisco at his post. Enter to him BERNARDO

After that, the dialogue starts. 

Poul Anderson's A Midsummer Tempest begins not with a date but with a scene:

i

THUNDER AND LIGHTNING. A HEATH ABOUT TO BE BLASTED.
-Poul Anderson, A Midsummer Tempest (London, 1975), p. 1.

After that, comes not dramatic dialogue but prose narrative.

A Midsummer Tempest is a sequel to Shakespeare's A Midsummer Night's Dream and The Tempest so blog readers might like to google the beginnings of those two plays?