Leave it to Chance is set in a world where supernatural elements are fairly commonplace, and the existence of monsters, ghosts, demons, magicians and other similar beings is general knowledge – for example, mobsters routinely use magic to transform their men into powerful "troggs", and the city the series is set in, Devil's Echo, has a community of goblins inhabiting its sewers.

Members of the Falconer family have a legacy of battling supernatural threats, and traditionally training for the cause is begun at the age of 14. However, Chance is not given that opportunity by her father, who refuses to train her. He insists that the tradition is not to pass the knowledge "from father to child", but "from father to son" and points out that the job is too dangerous for her. This decision appears not to be motivated by a patronizing attitude or misogyny, but rather by the fact that he has already lost his wife to supernatural forces in an incident where his own face was deformed, and doesn't want Chance to suffer the same fate. Instead, he suggests that the tradition should skip a generation, and Chance should meet a man, get married and have a son, whom Lucas may then train instead.

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