1. arizona:This setting is important to the plot because this is when first Jason Grace (main protaganist) shows confusion,which is Jason's goal to regain his memories throughout the book.
In Arizona, Jason is struggling and confused. While on hteir trip in Grand Canyon they were attacked by wind spirits , which Jason foguht off using his powers , he has from being the son of Zeus.
2.Camp half blood is a camp for demigods , which are kids who have on parent that is a god. Camp half blood is important because this is where Jason , piper leo find out which god are they related toPiper is related to aphrodite , Jason is related to Zeus,Leo is related to hephaetus.This is where they are given the quest to rescue the godess hera.
This is also where Jason starts to slowly regain his memories.
3. Chicago:The lost hero is set up so each of the three main characters are forced to face their fears and prove their strenghts and bravery. In chicago they are forced to face Medea in a mall, this is where it is