Mine live in a high-fantasy, sword-and-sorcery world of my own design called the edge of reality. I even have a map drawn out somewhere. I put a lot of thought into it, but it includes all the typical fantasy races and creatures, with the addition of the lycans, which are the wolf-humanoids that all my fursonas are. They are a minority, and somewhat looked down upon outside of their home, a kingdom called high wilderness. Think of it like the khajiit in the elder scrolls saga, but they are looked down upon for being ferocious and warlike rather than conniving and sneaky. While this world is distinctly it's own, it was influenced by everything from naruto to various old legends, i.e. beowulf, legend of king arthur, ect. It would be a great setting for a novel, if I could quit throwing away every imperfect attempt at starting one.