Definition of Setting
"First Confession" takes place in an unnamed Irish city sometime in the early 20th century. The city is modern and cosmopolitan, leading Jackie's grandmother to feel out of place and judged by her relatives for her country behaviors. Jackie refers to her as "a real old country woman and quite unsuited to the life in town": he judges her for her inability to adapt to the new environment and for being set in her ways.
Roman Catholic beliefs and practices shape the setting. Interestingly, there is a juxtaposition between the way that Jackie describes the country—as being set in its ways—and the city as a modern place, while ancient religious tradition still holds strong there. If Catholic traditions were only practiced in the country, Jackie might judge them as he does everything to do with his grandmother, but since they remain a large part of life in the city, he fears and reveres them.
Readers do not know the exact year that O'Connor intended "First Confession" to take place. As he inserts no historical indicators, such as a reference to a past war as ongoing or forgotten cultural references, it is fair to assume that "First Confession" takes place in the first few decades of the 20th century.