Aside from the terrain I also like to create a bit of a story. I usually say one or two sentences just as the song begins just to give them something to think about. I personally do not want to bombard the participants with too much talking. Visualization works for some people. For others, the music is enough to motivate them. Here are some ideas that I have used in the past to set the mood.
Not every Song Needs a Theme
So, those were just a few suggestions. Remember you don't have to have a theme for each song. You may not always feel up to doing too much talking. Sometimes its just fun to get on the bike and do whatever the music makes you feel like doing! There's nothing wrong with that either.