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Bambara juxtaposes two main settings in “The Lesson”: the kids’ Harlem neighborhood and the midtown Manhattan neighborhood where the FAO Schwarz toy store is located. She describes the locations themselves, as well as the differences in how the children behave while there. Sylvia's neighborhood is described predominantly as being run-down and foul-smelling, though she takes offense to Miss Moore characterizing it as “the slums.” While Sylvia has plenty to say about the stifling nature of the neighborhood in which her whole family lives, “the winos who cluttered up our parks,” and the urine-lined apartment hallways, she takes issue with Miss Moore, an outsider, making such a judgment. This suggests Sylvia may dislike many aspects about the place where she lives, but it's still hers, and it’s where she feels comfortable, as indicated by the confidence she carries herself with at home in Harlem. Her confidence falters, however, at the toy store in midtown.

Though her neighborhood is just a quick cab ride away, the toy store and its surrounding area offer a stark contrast to the kids' home environment, and not just in appearance. The sheer opulence throws into stark relief the difference between their childhoods, and the childhoods of kids whose parents can afford to shop at FAO Schwarz. In Sylvia’s neighborhood, she can't play at the handball wall because drunk adults urinate on it, but in midtown Manhattan, children have access to luxury toy boats and real working science equipment. 

Sylvia and the other children may have been in stores before, but as they enter FAO Schwarz, they hesitate for reasons they don’t fully understand. Sylvia, who is generally the most confident kid in the group, can't define why she feels this way. Their hesitation symbolizes the invisible walls that society builds which make it harder for kids from disenfranchised communities to access the things they require to succeed. Although the kids know they have the right to go anywhere, they realize at that moment that they feel like they don't. The dual settings in the story underly the reality inherent in the contrast between their home and the toy store: that making people feel like they don’t belong in a place can hold them back just as much as banning them outright.

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