The World
Living in early 20th Century North America
Areas of North America in this parallel are still very much frontier lands. While it's rare (bordering on abnormal) for anyone to wear armor or carry shields, carrying firearms is considered normal in rural or frontier areas. Some towns and cities, depending on location and local culture, might be more or less friendly to openly wearing firearms. Throughout the Vattmarch, knives (big or small) and hand axes are considered normal everyday carry items. In the USNA, it being a rather militant culture, firearms and knife carry is considered normal.