the male character is told to go into a house into the parlor, and there is the man ... The story was strange because of the theme behind the story, the fact ... “Continuity of the Parks”
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The answer should be the second sentence: Blowing wildly, the icy winter wind tore my woolen cap from my head, as it makes the most sense.
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The setting is the time and location of a story. (Where and when it takes place).
The first sentence definitely wouldn't improve improve the description in the setting of a story, nor would the last. The third sentence includes the location (basketball game), but does not describe it.
Stage directions are small lines put into the script (often in italics) that give the reader an idea of potential movement, what's going on in the scene, what other characters may be experiencing or the expression one may see on their faces. That would mean C is the best possible answer here.
As we settled in to the new ship, tension began to mount. Emphasis on “tension began to mount.”