When something unpleasant sets in, it begins and seems likely to continue in a serious way.

This rain looks as if it has set in for the rest of the day. 看来今天雨不会停。

If you get bitten by a dog, you have to make sure the wound is cleaned well, or an infection could set in. 如果你被狗咬了，必须确保伤口彻底清理干净，否则可能会发生感染。

Despair seems to have set in among the team. 整支队伍似乎都陷入了绝望之中。