My creative (which got me full marks) is set during the time period
I didn't just have someone walking around saying nature is awesome
My character (female) was addressing the issue of child labour (which involves research, and terms which you must have researched before, increasing credibility)
Take an issue which was during the industrial revolution which the romantics would have been upset by, and centre your story around it
My idea allowed for:
economic (abuse of children to make profit)
nature (epiphany in nature)
childhood (thinking of hers vs the orphans childhoods)
emotions (dead mother...)
just research a topic so you can explore that in depth. They appreciate that because it shows you havn't ONLY read the handouts form your teacher.
My old creative which I did earlier (got terrible marks) wasn't set in a specific time period, and was very supernatural - weird stuff happened to say the least.
Stick to the conventions I think as it's safer. Just don't be too obvious, but don't under-explore the themes either