Where It All Goes Down
It's hard to say we're in a "place" per se. If we are in a place, it's a universal sort of space that's working with some common archetypical ideas associated with masks, deception, worldly responsibilities, and human suffering. However, bearing in mind the political and historical subtexts that we know are part of the poem, we can assume we're in late nineteenth-century America, where things are pretty racist and dangerous for black Americans. (For more on that, check out "In a Nutshell.") In other words, this is not the sort of place any of us would want to be—black, white or otherwise.
If we take a look at some other prominent black artists, writers, and political activists of the time—Booker T. Washington, W.E.B. Du Bois, and later Langston Hughes—we see that these guys were highly inspired by (if not friends with) our man Dunbar. Though many of these writers had some differing ideas as to how to solve the problem of racial inequalities and civil liberties, they still shared Dunbar's awareness that honesty plays a key role in understanding our own place in the world, and in sharing that world equally with others.