The stories of the Kalevala are set in Finland. The three heroes—Vainamoinen, Lemminkainen, and Ilmarinen —dwell in southern Finland, where the climate is far more hospitable than in northern Finland, where the rugged mountainous land is often snowbound for six months of the year. The forbidding northern latitudes—the lands of the "midnight sun"—were thought to be the home of Mistress Louhi, an evil sorceress of darkness. Her kingdom was called Pohjola. This popular belief is understandable, considering that some parts of the country are steeped in night for nearly two months in the winter.

Such strange cosmological occurrences were not understood in any scientific way but were explained in terms of mysterious forces wielded by powerful magicians.