Well, first of all, the information you give doesn't say what distro you're using.
From Google I can only guess that it's some flavor of RedHat. Then, the place where the shell variables are set depends on the shell. I assume, it's bash. Then, some variables are set in /etc/profile, some come from .bashrc and .bash_profile in your home directory if they are present. You might want to read man bash, the INVOCATION part, it explains the rest.