Where am I? *starts hyperventilating*

No, no, sorry. I know where I am, even if the reader does not. Make sure YOU as the author know where you are. No matter which perspective you're writing from, you have to give details. A fun exercise is to write the place from different perspectives, and then you can pick which one you like the best. Then, if you have difficulty picking one, re-write them all with more description. Example below:

1) He woke up to a dark room, his arms strapped across his body awkwardly. "Where am I?" he asked himself, his eyes adjusting to the darkness. His heart stopped for a moment as another question pounded his head. "Whom am I?" He cleared his throat, trying to utter a sound, but all that came out was the sound of his throat clearing. "At least I know I'm a guy," he said, trying to smile, but a wave of agony rushed through his face. His jaw...his cheeks...the bones were all broken...what happened to him?

2) She watched him from the corner of the room, a smile twitching across her lips as his head raised and his eyes opening. He squinted in the dark light, trying to regain his bearings, but the chair and straight-jacket kept him firmly in one location. He cleared his throat, sounding more like a hiss-like squeak, then he winced. She grinned again as he acknowledged the broken bones of his face.

3) I woke up in a dark room, my arms strapped across my body awkwardly. "Where am I?" I asked myself, my eyes adjusting with great difficulty to the darkness. Suddenly, another question pounded my head..."Whom am I?" I cleared my throat, I guess to see if I even could, the next step trying to figure out if I was alone, but when I tried to say anything else, no other sound came out. The throat-clearing sounded vaguely manish, so I told myself, "At least I know I'm a guy." I attempted a smile, but then a wave of agony rushed through my face. My jaw...my cheeks...the bones felt...awful...what happened to me?

4) I watched him from the corner of the room, a smile twitching across my lips as I watched him raise his head and open his eyes. I held in a chuckled as he squinted in the dark light, trying to regain his bearings obviously, but the chair and straight-jacket kept him firmly in the location. He cleared his throat, the sound almost piercing my ears, like a hiss mixed with a squeak, then he winced. I smiled again as he acknowledged the well-broken bones of his face.

5) They sat in separate chairs, him in a simple dining chair in the corner of the room and tied in a straight-jacket, her in a comfy lounge chair, pointed straight at him. He looked up, his eyes opening and looking around, then his throat squeaked as he cleared it. His broken face shook as tears stung his eyes, making her smile. She watched him intently, waiting for him to feel the other elements of agony that she had given to him, wondering how long it would take him to realize the others.

You never have to know 100% exactly where your character is, but you must have at least some idea. If you don't know, you can't expect your readers to. Try it out!