Most of my dreams are set in a snowy area, a train station or where I lived before. In fact, snow and trains are a common dreamsign for me…
My most common dream setting is by far my parents’ house, and the area around it. I lived there on and off for 20 years, and i guess there are still more memories of it in my brain than of any other place.
I wish half of my dreams started in these places! Well, maybe not the caves, lol. Although caves win out over the bland classrooms I usually find myself in 
I think my most common dream setting are new places I’ve been in the day. Or if I haven’t been to any new places, places I go to a lot, like school or friends’ houses. It’s funny though, in my dreams, houses are always a congregate of multiply houses I’m familiar with. So each house will have different rooms from different houses.
I lived in my parents home for 23 years or so… most of my dreams seem to be set there. I guess maybe I still consider that home even though I have not lived there for 10 years. 
A lot of times it’s my house, or somewhere around my neighborhood, or an unfamiliar place. I had a lot of dreams that happened in my school.
Most of my dreams seem to take place in some sort of icy, snowy field dotted with small towns, by my house, at my school, or in a large city. The snowy field ones are usually very random,have almost no continuity to them, and some of my other dreams tend do lead there just before I wake up.