The first-generation Pokémon games are set in the fictional region of Kanto.
Kanto is the setting for Pokémon Red, Green, Blue, and Yellow. It contains locations such as Pallet Town, Viridian City, Saffron City, and the Pokémon League, connected by routes that form the player's journey.
The region is loosely based on Japan's real Kantō region, which includes Tokyo and surrounding areas. Pokémon locations use their own names and geography, but the inspiration helps explain the mixture of cities, forests, caves, coasts, and islands.
A historical detail can cause confusion: the original Japanese games did not explicitly use the name Kanto in the same way later games did. The name became established through subsequent material, and the region later returned as a postgame area in Pokémon Gold and Silver.