It can be difficult setting a scene well enough that the players instinctively feel that they are within that setting, and not just sitting around a table in a lounge room.

A method that can help is to find photos or artwork of appropriate landscapes and scenery and show them to the players when setting the scene. Visual aids are powerful tools.

Although sometimes nothing short of an IMAX movie will serve to give the correct impression to some players.

Transcript

GM: You leave the parked ship for the Lars farm.
Anakin: Isn't sand bad for droids?
Padmé: Annie's right. You better wait in the ship.
[SFX]: < squee ding boppy bang dip > {R2-D2 heads back to the ship}
GM: You approach a protocol droid.
C-3PO: {GM} Master Anakin! How you've grown. And Mistress Padmé—
Padmé: Wait. Say, "robot", imagine you're in a desert.
C-3PO: Um... {wide shot, showing the featureless desert extending in all directions around the farm}
Padmé: You look down and see a tortoise...
Anakin: What are you doing?
Padmé: It's a test, designed to provoke an emotional response. To see if it's a disguise.
Padmé: I've impersonated robots myself - it can be tricky to tell.