One

The Blessed Mother, the heart of the Perfection of Widsom
In Sanskrit Bhagavati Prajna Paramita Hridaya

This Sutra is referred to as a "mother" because it gives birth to wisdom, to bodhisattvas and to buddhas. It is called the Heart Sutra because it is the heart of the Perfection of Wisdom or prajnaparamita teachings.

"Thus have I once heard: The Blesed One was staying in Rajgriha at Vulture Peak along with a great community of monks and a great community of bodhisattvas, and at that time, the Blessed One entered the meditative absorption on the varieties of phenomena called the appearance of the profound. At that time as well, the noble Avalokiteshvara, the bodhisattva, the great being, clearly beheld the practice of the profound perfection of wisdom itself and saw that even the five aggregates are empty of intrinisic existence."

The sutra describes the physical place and conditions where the action is about to take place, and also the spiritual place. The physical place, Vulture Peak, is a famous place among Buddhists. It in a peak in India where Shakyamuni Buddha is reputed to have meditated often. I've seen a picture and it is a beautiful spot. It had desert-like characteristics. Buddha was present with a practicing community or sangha and so this was a great oppurtunity for the many present to learn something new.
The spiritual location of this sutra is the meditative state, and more specifically meditation on emptiness. According to the Dalai Lama "The 'profound' here refers to emptiness, which is also often described as 'suchness' or as 'things just as they are.'"

I'd also like to pass along the meaning of "Bhagavan" as the Dalai Lama explains it. Here it is translated as "Blessed One," and the Sanskrit term it translates "connotes someone who has conquered all forces of negativity, that is, the four obstructive forces, or maras: the maras of afflictions, of aggregates, of death, and attachment to sensory gratification."