In Step 3 of the Play Crib Sheet, it states that ordinarily the GM will reveal the setback to the player even if the character wouldn’t know, and that revealing the setback in advance may be omitted to create mystery in play. I am going to do something in between and will inform you of the likely potential setback your character would surmise. This may not be objectively correct.
That said, to manage your expectations a bit, and having read the text on setbacks closely, there seems to be a pattern that’s not quite explicitly called out.
While there may be exceptions depending on what makes sense given the current narrative, the general “rule of thumb” I will use when adjudicating setbacks is;
Lesser = A momentary setback lasting an action
Greater = A lingering setback lasting a scene
Heroic = A temporary challenge lasting days or weeks (broken bones, coma, crisis of faith, etc)
Legendary = A permanent challenge, up to and including death, maiming, missing limbs, horrible transformations, etc
Mythic = An appropriately dramatic and spectacularly bad permanent challenge, up to and including an impressively horrible demise that also creates setbacks for your allies.