It can be incredibly helpful to have your Main Character be in deep conflict with with very place he is in--especially in longer stories. A lot of times the story doesn't have to start out this way, but at some point it just really keeps our attention if the main character is thrust into some kind of upside down world that he now must conquer and get out of alive...and usually for the better.
Some well known examples of this would be The Wizard of Oz, Star Wars, The Lord of the Rings, Harry Potter, King Kong, and Jurassic Park.
I think the key idea here is the need for conflict. Conflict, and the need for your character to make critical decisions, is why we are watching the story at all. And it can only help if the very world the hero is in forces these decisions at every turn.